A DNN 04.04.00 bug that was discovered to break Inventua modules, will also affect DMX functioning. In short: there is a bug in DNN that causes the module to break IF there is a module menu item that is meant only for HOSTS and the user is not authenticated. Because DMX uses such a menu item, it breaks.
There is talk of patches being made available, but I'm in two minds about this. On the one hand I could deliver this so users can use DNN 04.04.00, on the other hand I don't want to (1) get in the business of delivering DNN core stuff, (2) run the risk of parallel DNN versions/version mess. My preference is that people should stick to their turf, so the DNN core team can supply any updates/patches. I'm going to stick to this so my advice to you is: do not upgrade until DNN 04.04.01 is out. In general these bugfix upgrades come out in quick succession, so you won't have to wait for long.