I'll just add a couple of quick points to what others have said. For one thing, major changes in the tetrapod body plan are not THAT rare. Ichthyosaurs, for example, are extinct reptiles with superficially dolphin-like bodies. Caecilians are amphibians that have lost their limbs, and limb loss has also occurred multiple times in lizards (snakes, which evolved from within lizards, represent one such occurrence).
However, it's true that major changes normally happen gradually, not in one giant mutational leap. Why should this be the case, if single HOX mutations can cause huge alterations in body structure?
For one thing, new structures produced by such changes are typically not very well integrated with the rest of the animal's anatomy, as Peter and Ajna pointed out. From an engineering perspective, it would be difficult to just add an extra pair of limbs to any tetrapod and achieve a viable design, unless it was also possible to make a lot of other changes simultaneously.
From a more evolutionary perspective, it's unlikely that a large change would be advantageous even if it were biomechanically viable. Most animals are relatively well adapted to their environments already, and one classic analogy compares a well adapted species to a microscope that is almost in perfect focus. A small adjustment of the knob in the right direction would improve the focus further, but a large adjustment would overshoot and make matters worse. It's not a perfect analogy by any means, but I think it does capture an important point about the evolutionary process. Big, sudden changes are less likely to be helpful than small, incremental ones.