@TLS Guy WTF???
To OP: As an IT guy I was perplexed by your questions. I have heard about Dune players, but never about Vidabox or their servers. Don't think that many do have any experience with them. However I find that their current "servers" series, LiivNAS XL. runs Windows Home Server 2011. If that is same in your case, I would probably think that installing plex on it would be ok. One thing to double check would used network ports. Run nmap scan on it before installing plex and be careful not to reuse same ports for plex server.
Otherwise they are just telling you that this config would not be supported by them.