I click the button to start it on Startup in ProScan
If you are referring to the Options - Startup tab. That option will start the Web Server when ProScan starts provided the Web Server is already configured.
You will still need to setup the Web Server audio and the Web Server.
1st - Go to the Audio Control - Web Server tab and ensure that an input is selected.
2nd - Go to the Web Server tab (located in the main tabs) and click the Start button.
The ProScan manual addresses the Web Server setup. It's located in the menu Support - Manual
Also on the proscan.org web site, in the lower right corner is a document on setting up the BCD536HP with the Web Server. Just ignore the BCD536HP part.