We boat in New England. Purchased a TV3 this Spring and a Wally receiver online. Set it up on the "Eastern Arc" per the KVH instructions, called Dish and got their Outdoor Pack. Works great - we get all the HD channels in the pack no problem. We do get the 004 error sometimes when switching channels, if the new channel is on a different satellite than the old channel.
Best I can tell what's happening is the dish is translating to the new position and you momentarily lose the signal so the receiver throws the error. The up-down sequence normally clears it but still a bit of a pain.
I found the easiest solution was to create 2 favorite lists in the Wally. One for the 61.5 satellite, where just about all the HD channels reside and a second for the 72.7 satellite where the SD-only channels reside. There are only a few SD-only channels so 90% of what we watch is on the 61.5.