AFAIK, UDP isn't a connection oriented protocol, hence the fact it says "connected" doesn't count.

As for TCP, I suppose you tried to connect to localhost ?
You have to run both some netreceive and some netsend object in order to make it work.

Last reason could be, your system doesn't permet to bind (open) a new TCP port locally.

(late answer for this post after a search about "netreceive")

Man, you have to learn more by yourself, these are minor issues ...

Creating new topics every time floods other people who are also seeking for help and probably invested more time reading the doc.

I think that « $0 » story was dealt with on the original topic I linked you to.
If not, this will help:
http://en.flossmanuals.net/pure-data/dataflow-tutorials/dollar-signs/

$0, $1... doesn't work the same according to if it's in a message box or an object box.

Probably late to answer, but as a workaround you may make a shortcut to run pd without GUI (pd -batch), to run a patch which only purpose is to reset values of your arduino.

Doesn't second inlet of [osc~] change phase ?

I would say the extra popup isn't to worry about.
It's the command line used to start puredata.

About .pd files not being recognized, are you talking about your normal file explorer ? If so, the deal comes from Windows, not from Puredata, and you have to make the association yourself between .pd files and puredata, in some Explorer menu I can't tell you about exactly since I don't have Windows.

Is that what you search ?
http://puredata.hurleur.com/viewtopic.php?pid=18826#p18826