Scenario: after installing BlueSoleil, you notice a red 'X' over the network icon in your taskbar. However you can still use your internet normally.
The 'X' indicates that your are not using a Bluetooth PAN Network (Personal Area Network) at the moment - i.e. you're not using a DG40S on PC1 with another DG40s on PC2. This is fine and does not affect anything.
If you want to remove the 'X', please go to Control Panel > Network & Internet > Network Connections, then right-click "Bluetooth Pan Networks" > and deactivate it. That should solve the issue.