Hi Marcel & Yogi,
Firstly, apologies Yogi for the slow reply. I meant to reply to say the USB OTG cable is a bit of a red herring. I have the same issue with any cable and the computer.
Marcel, well done, you have found the answer I think. With your lead I did a search and found the link below:
http://searchingforbit.blogspot.co.uk/2012/03/stm32f4discovery-eval-board-with.html
So this guy is commenting on the problem for a completely unrelated application. I have had a moment to try this tonight and I find that with a USB cable on CN5 plugged in to my laptop and if i short SB10, the board boots into the MidiOS and I can get sound out of the Goom with the Ctrlr app (on a Win7 laptop).
I don't have a core board, but I would imagine that if you either solder a jumper on the board as the link above (which I think I will), solder across the link or you solder a push-to-contact switch on that jumper you will be able to boot the board at will (without the second USB cable). I would note, that for me at least, if you boot the board without the second USB cable & jumper SB10 the LED LD1 will flash rather than turn on solid. The board will still boot properly and LD4 pulses as it should.
Thanks again Marcel, you just made this a bit more fun and now I can start to play a bit more with this board. I might have a go at a core board too.
If I was a cynic, I would suggest that ST saw how much fun people were having, and decided to make things more difficult for everyone.
Best regards.