Trying to use the Cyberlink decoder with VMR can result in no OSD information. The Cyberlink decoder is not compatible with VMR unless you add some additional registry settings. This may be your problem.
What exactly do you mean by "there is no on screen guide"? How are you trying to access it?
Do you see other OSD information? ie, if you press the blue key (ctrl-B) do you see the OSD? If you press the green key (ctrl-G) do you see the mini guide?