Hi Thorsten,
OSBDM has to be enumerated as bootloader for the firmware update.
So, please disconnect USB cable, insert jumper, reconnect USB cable, wait until drivers are installed (it could take some time for the first time) and after that click on OK.
After the firmware update, please disconnect USB cable, remove the jumper, reconnect USB cable, wait until drivers are installed (it could take some time for the first time) and after that click on OK.
With that, OSBDM should be up updated and the debugger will continue in loading code into MCU.
If this will not work, please go to link:
http://www.pemicro.com/OSBDM/
You could download here OSBDM firmware with firmware updater tool (standalone tool for updating OSBDM and other PEmicro tools firmware).
I hope it helps you.
Have a great day,
RadekS