You need to download the Progressive Die Wizard data and database update files, and install them per the README in the same location:
The files can be downloaded here:
Browse (or filter) to NX using the menu of products on the left of the page and then expand the folders:
Product Updates > Progressive-die-wizard > Nx10
Having installed the files in their correct locations, set the variable PDIEWIZARD_DIR to the pdiewizard sub-folder and restart NX. You should no longer get the message reporting "Failed to open register file".
Either set it in your NX environment file:
C:\Program Files\Siemens\NX 11.0\UGII\ugii_env.dat
Enter a new line:
# Override any variables here.
PIEWIZARD_DIR=<path to directory>
Or, as a Windows Environment Variable:
"Windows Start Button > Right Click "Computer" and select "Properties" > Advanced System settings > Environment Variables". Create a new User variable with variable name "PIEWIZARD_DIR" and value "<path to the directory>".
Hope that helps,