Here is the issue and the fix.
1) Web installer only installs OpenOCD 0.10. It does not install Codescape (since access is forbidden).
2) No-Web installer installs OpenOCD 0.10.3 and Codescape.
3) What is needed is OpenOCD 0.10 and Codescape.
4) I had OpenOCD 0.10.3 and Codescape and it does not recognize the PATH.
5) I ran both installers and installed both version of OpenOCD and it works.
6) You also need to run Zadig and install the drivers for BusBlaster Interface 0 and 1.