Make sure you have disabled driver signature enforcement before attempting to enter firmware update mode, or else it won't work. Rebooting your computer will re-enable driver signature enforcement.

Also, make sure the device is completely powered off before reconnecting to the computer and holding U. If you leave it connected to your computer OR a charger, it will not power off completely and firmware update mode will not work. When holding U while reconnecting, do so for several seconds after you reconnected the USB cable - if you do not hold it long enough, the screen will go black and it will go into disk mode instead (won't work for firmware updates).