I found the solution by my own.
Here is what to do:
1. connect your Horizon to the Connect box with an ethernet cable.
2. go to the settings of your Horizon on your TV set,
3. in the network settings, select automatic configuration and tell the program that you want the Horizon setup as a client
4. wait a while, it should reboot
5. you can remove the ethernet cable
and voilà, it is connected automatically to the Connect box, wifi configured automatically too
and you can access all your DLNA enable device again.