From memory you can manually move the mount through PHD. Try that - if it works then it's a settings issue - if it doesn't work then it's probably a connection issue.
The first time I tried guiding with PHD I had that same error and it turned out that I'd plugged everything in wrong in the dark and no commands were getting to the mount
If you have EQMOD communicating and controlling the mount then could set PHD to send its corrections to EQMOD instead of using an st4 cable and the guide port on the mount at all.