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Just wanted to report my success finally!
No, I did not find any usb-stick that worked. Seem stupid to spend lot of money on buying lots of usb-sticks in order to install freemcboot without voiding the warranty!
So I downloaded a DVD iso with LaunchELF. Opened my pstwo and taped the sensors accordinh to some guide on the web. Booted swapmagic and swapped to my burned ps2utils dvd. Inserted my PNY Attache 128MB (whitch did not work before!) and booted LaunchELF from DVD and runned the FreeMCBoot installer from the USB-stick.
Worked for me...
Again! Thanks for your help everybody!