The firmware updates is probably meant for ESX not ESXi. (ESX is the one with the service console and does not exist in the current versions)
I would recommend to use "HP Online Firmware Updates for ESXi" instead, that way you can do firmware updates much easier then before, read more about that here:
http://vibsdepot.hp.com/hpq/SmartComponents/dec2012/December2012VMwareSmartComponent4IC4VC1.1.pdf
// Linjo