For DMI to operate, you must launch DayLite and you must connect to your main database (while you use DMI, you can only connect to one database in DayLite).

If you've launched Mail and DayLite is not running, the DMI drawer will display a 'Connect to DayLite' button. Click on that to connect to DayLite.

If you've launched DayLite first, then you launch Mail, DMI will auto-connect (this is a preference).

If you quit DayLite, the DMI drawer will realize it and display the 'Connect to DayLite' button.