Hi Ranguree,
1)Please download IO Libraries version 16.2 and install it if you do not already have it.
http://www.agilent.com/find/iosuite.
2) The example uses the IVI-COM driver which can be downloaded here:
http://www.home.agilent.com/sec/editorial.jspx?cc=US&lc=eng&ckey=1639470&nid=-33228.536908384&id=1639470 (version 1.0.22).
2) Reestablish your USB connection with the 34410A, hit refresh all in the program Agilent Connection Expert. This will create a connection to your box and give you a VISA address to use in your example program (please see attachement).
3) Copy and replace the VISA Address found in Agilent Connection Expert into the first paramater of the 34401.Initialize statment. We are replacing the existing LAN VISA string with your valid USB one.
At this point you should be able to connect to your DMM.