Hi Rana,
I have sent you an email on the support case you opened regarding this but will post the answer here as well, to ensure your question gets addressed. You can run the diagnostics from the DVD, however the Multipurpose USB device will need to be plugged into the machine in order for the diagnostics to run. The multipurpose USB device acts as a license key, among other things, and if the device is not plugged in when running the diagnostics from the DVD you will receive the error message from your original post.
I hope this clarifies things. Please let me know if you have any additional questions.
Thanks!