This is what worked for me:
1) Download and install openocd 0.2.0 (earliest version after 0.1.0 available as prebuilt *.msi.
Btw, 0.1.0 is preferred for compatibility with the mios provided scripts)
2) In Program Files\OpenOCD\0.2.0\drivers is a folder contained in ft223.zip, unpack this folder to a temporary location.
3) Attach the JTAG key to USB. After "Found New Hardware" wizard, install from the location of the folder in step (2)
4) Invoke OpenOcd with the following command line: openocd -f %MIOS32_PATH%\etc\openocd\interface\amontec.cfg -f %MIOS32_PATH%\etc\openocd\target\STM32F10x.cfg
5) Continue to follow Thorsten's guide in uCApps->Bootloader->MIOS32->Experts guide->"Accessing the core via JTAG"->"Quickstart DOS"
Hope this smooths the way for someone!