There are 2 things you should check:
1) The HP 1406 has a limitation where all VXI devices must have a logical address as a multiple of 8. Its resource manager will fail otherwise.
2) You should go into MAX, right-click on Devices & Interfaces, and choose Create New... Specify the GPIB-VXI controller, and then enter the information it asks. You will probably use controller board number 0, primary address 9, and secondary address 0.
If that does not fix the problem, then I recommend using NI Spy, enabling file logging (*not* File>>Save) to capture the calls to a file, and then sending that .spy file to NI tech support.
Hope this helps,
Dan Mondrik
Senior Software Engineer, NI-VISA
National Instruments