There is this default command file in blank NCM installation, but it didn't work for our 4400 WLC.
After some traces and investigation following changes to the file finally make it work:
<!--SolarWinds Network Management Tools-->
<!--Copyright 2005 SolarWinds.Net All rights reserved-->
<Configuration-Management Device="Cisco WLC" SystemOID=" 1.3.6.1.4.1.14179.1.1.4.3">
<Commands>
<Command Name="PreCommand" Value="${CRLF}"/>
<Command Name="RESET" Value=""/>
<Command Name="DownloadConfig" Value="show run-config commands"/>
<Command Name="More" Value="--More-- or (q)uit"/>
</Commands>
</Configuration-Management>