Sounds as though the MX4200 needs to be put into option 6. Press 'Standby' and 'LIST' at the same time on your Beo4 in the same room as the 4200. Then use the 'Up' and 'Down' arrows on the Beo4 to get through to OPTION? on the display. Press 'Go'. Again, using the arrows, get 'V.Opt' on the display. Press 'Go' and press '6'. The standby light on the 4200 should blink to signify that it's received the option command. The CD/Radio/A.Aux/VCR functions should now work. 
Also, make sure there aren't any conflicting sources in the 'connections' menu in the 4200.