Hello,
Finely got a answer from a technician at Nikon USA.
What I was doing wrong was in Nikon Camera Control Pro2 was in "Download Options" where it says "When a new image is received from the camera" I had it sent to "Do nothing" when It should be set to" Show it with ViewNX2".
Now the images automatically advance to the next new image in the preview.
Simple when someone shows you.
Cheers
Simon