That is correct. However, I do know that DFU can work in XP, because I have used DFU on my XP Machine a couple of times, and nothing bad has happened. The reason that DFU isn't working for you is because you have to first download Firmware files from Meizu's website,
Webserver Technotop Internetdiensten. That is where the M6.ebn file comes from. Make sure you firmly hold the Power and M buttons firmly and DO NOT let go of them. Follow the instructions for DFU, and you should be set. If you want instructions, I can write you some, just PM me. Also Make absoloutly sure that you download the correct firmware for your player. Do not download SL firmware if you have a SP player. The version can be found on the back of your player. Hope this helps.
By the way, Welcome to Meizu Me.