Hi Guys,
Solved!
It was a long way to solve the problem but at the end it works.
First of all I tested the cougar on a Windows 8 system and everything worked fine, so I was a bit confused why it did not work on a vista system with vista drivers but on win8 with vista drivers. Nevertheless I decided to re-install win vista and tried again but nothing happened.
But after installing win7 and the vista drivers, the cougar works again.
Just have no idea why Windows vista does not accept the vista software from Thrustmaster but it doesn’t matter any more.
Thanks a lot for your support.