Thanks for this instalation file, it helps (see description below).
After running it I found on the following windows7 path "C:\Users\...\AppData\Local\Temp\nsc508C.tmp" folder the "FX2FW_05_00000000_00000000_0101.IIC" firmware file which used with CyConsole application (downloaded from site). The site contains also the instruction how to program EEPROM. To do this on the Nexys2 board we must break the connection marked as JP6 (near RJ45 socket) on the bottom side of the board and solder instead two goldpins. As the result "Cypress EZ-USB FX2LP - EEPROM missing" device appear on CyConsole window. Then we must send the firmware using "Lg EEPROM" button. After successsful download we must insert the jumper cup, which re-establish JP6 connection. From that moment we should see Digilent Onboard USB on Device Manager.
I hope this sketch helps somebody.