DLMS is the Dynamic Link Media Server and it functions as a way for Audition to import file types supported by Premiere Pro (and other DVA Applications) through an external process.
If you have this option enabled in the Audition Preferences, the "dynamiclinkmediaserver" process will start immediatly after Audition is loaded. The proces of this service loading can take several seconds after Audition itself completely loads.
My suggestion would be to wait 10 seconds after Audition loads to import your files or open the session (or look in the task manager to make sure the "dynamiclinkmediaserver" process is loaded before proceeding).
This delay is only required when the format you are attempting to import requires the DLMS process.