The "Cost Adjustment" action is meant to be used by the requesting library as a local change to edit the information that appears in the "Requester cost" field on a Shipped or Received request. The action does not send a message to the responding library; in fact there is cureently a bug associated with it that causes the reques to go to a Check Error authorisation status on the responder's side. Fortunately the Check Error does not interfere with the responder's ability to work on the request.
The bug is fixed in version 5 of the VDX software. At the moment it is still present in version 4.1.3.