It seems as there’s some issue with the Data Exchange Definition for Yahoo! Exchange Rates that NAV creates automatically when you open the Exchange Rates Services. When I previewed the exchange rates I got an empty list. The debugger showed that there’s an error in a try function because of the file format doesn’t correspond to the field mappings in the Data Exchange Definition.
I didn’t want to spend more time on this than necessary, so I removed the definition, exported the same definition from a Cronus database and imported it in the customers database and it all started to work.
BTW: When you import a definition you must change field type in the import dialog. The developer at Microsoft forgot to set it to xml. Otherwise you wont find the xml-file.