I found the trick that nobody told me (neither the Alinco manual).
After connecting the DJ-X11 ans have set the appropriate COM port you have to press the Main dial know to establish the connection with the PC. The Firmware update software started to flash it automatically.
Thanks Alinco for not mentioning this little detail in Section 12-2 of the manual!
Now I have a 2.10E version :-)
Thanks Tom
Your about to delete comment this, are you sure you want to that?