The new KPRO 4.0 is locked to a network card for security. If you don't have one on the system you will need to install one, just for KPRO to run.
This is the way the new security is for this program. It does state this under the specifications located at:
http://www.mtu.com/basics/karaoke-pro.htm
Scroll down towards the bottom, where it states
"What You need"