Here's some tips that I use to improve MyDMX reliability:
1: This is an added cost, and if you're using lots of lights, it's a good idea anyways. The Elation Opto-Branch/4 will help amplify and distribute your DMX signal over 4 splits. It also does 3 to 5 wire DMX conversion. I am planning a second one soon. But, again, this is an "extra expense" item and it's recommended, but not absolutely necessary.
3: Robert is obsessed with DMX terminators. So am I. I use a DMX terminator at the end of every run, regardless of length.
4: DMX cable. JUST USE IT!! The analog signal on microphone cables are at a much MUCH lower impedence(600-1000 ohms) as opposed to DMX cabling(120-Ohms nominal), which is for a digital signal. Just because they are wired and look the same doesn't mean they are the same. I also take extra measures and LABEL my DMX cabling. Right now I have enough DMX cabling, but I'm buying new lights soon and will need to buy MORE cabling. Don't listen to ignorant sales people who tell you to use mic cable. Just because it CAN work doesn't mean you SHOULD use it. DMX cabling costs right around the same as XLR cabling of the same length. I must say I've been extremely pleased with ADJ's AccuCable, and as such, that's what I use for my DMX cable exclusively.
5: OK, now onto stuff you don't have to spend extra money on. DO NOT restart your computer with the MyDMX hardware plugged in. Wait for your computer to boot up. While you're waiting for your computer to boot up, please ensure you've already done ALL your DMX cabling and are ready to attach the "start" of your DMX chain to your MyDMX hardware. Plug in the DMX chain to your MyDMX hardware. After your computer is booted up(and logged in if necessary), now connect the USB cable from your MyDMX hardware to your computer's USB port. Once the device is recognized, run MyDMX.
Adding or removing lights to your DMX chain or disconnecting and connecting DMX at the MyDMX hardware has given me headahces. DO this while disconnected and MyDMX NOT running. Having an Opto-Branch/4 really helps in this area as well.
Lastly, if MyDMX craps out on you or flips out, I strongly recommend a REBOOT as soon as possible.
Other tips:
Optimize your computer. Disable pretty much any and all power savings things. DOn't let hard drives sleep and don't let your monitor shut off. In fact, kill the screen saver all together for shows. Disable hibernation/sleep modes entirely. If on a laptop, don't run off batteries so use your power supply. Don't use any "low performance power savings mode" settings either. Disable WIFI, and if you're not using an ethernet connection, disable that as well. Not to slam Apple or anything, but disable your iTunes stuff when doing events. Disable any anti-virus scans during events. Remove any software you DO NOT absolutely need. Also, don't try to run too many other things while MyDMX is running as that can make it get a bit unreliable as well.