Format microSD Card (~16GB max) as FAT32 (note NTFS or other is not supported).
Decompress/unzip the file you download and copy the FUTABA folder and its contents to the root of the microSD card.
With power off on 4PX, carefully insert microSD card completely with label side facing upward.
While pressing END button, power the 4PX on, then release the END button.

If you still cannot get it to work, verify the format type is correct, the card is not too large in capacity, and that you extracted or unzipped the files before copying them to the microSD card so that there is a FUTABA folder present in the root of the MicroSD card's file structure.

I had an existing 8GB microSD card with SD card adaptor that I used without issue. I fact it had other folders present and still worked.

If using MS Windows on PCI, try reformatting the card and make sure it is FAT32. You can reformat it after this process if required. If you have a digital camera or similar device, try using the format feature within that device and then copy the uncompressed FUTABA folder and contents to that card.

Note, Futaba posted a 2minute video on their Facebook page showing the process.