I got my Galaxy S4 and I wanted to install CWM and custom Roms. Because the phone is fresh there is no custom recovery to install zips with and I don't want to use strange rooting methods. I put the phone into download mode, started Odin, selected a CWM_<...>.tar as PDA and pressed Start. The flashing seemingly went well but I can't enter the recovery with power + home + volume up. The phone tries to launch it but then just shows the battery icon you see when charging it while its off.
I went back into download mode and noticed there was a message saying "Write Protection: Enable". Whats this supposed to mean? Can't I use Odin? Do I need to unlock the bootloader or something like that? Thats what I had to do on my HTC Desire but when I installed a custom recovery on my brothers Galaxy S3 I could just use Odin.
Here's a screenshot of the download mode.
At least my Knox is still on... yeah...