Just a little note...
You will know if it has worked when the Harmony M turns itself off and re-boots.
It should do this within about 5-10 seconds after the upload has completed. If it doesn't re-boot, it has not worked. If this is the case try it again.
Make sure the settings in Midi-Ox are as I outlined in the OP.
If it doesn't work a second time let me know what device you are using and I can get onto Nicholas at TC again.
Cheers,
Dennis