After un-installing everything from STMicroelectronics STLink Utility and MG CodeSourcery and re-installing it all, I can now access the STMF4Discovery board (so far I did some un-instal/re-instal but of only one of the environment -ST or MG- at a time).
I assume that I previously had something wrong or corrupted on my machine, even though I have no idea about what it was.
Sorry for the inconvenience
Thanks for letting us know. We recently added STLink support into CodeBench and want to be sure our users are successful.