Try reversing the toggles - it can be hard to tell whether they are supposed to be up or down. 1,2, up 345 down 6up 7 down 8 up set arrow to #4. And you have double checked the wiring? All tapped in except the afm signal which is cut. The pinout diagram is for an R33 so you will need to use this one:
http://www.skylinesaustralia.com/forums/post-a31087-