Can't debug MicroBlaze (EDK 14.6)

Hallo,

for my bachelor thesis I've to implement a MJPEG-Decoder on a 
MicroBlaze-based Multi-Processor-System.
I'm new in Xilinx world, that's why I'm going step by step through 
learning of EDK and development process.
I was trying to debug two MicroBlazes with XMD-Cosole but the 
downloading of .elf files failed with the following messages:
ERROR: Failed to download ELF File
UNABLE to Open File
           : hello_from_mb0.elf
Than I've created another project with just one MicroBlaze and I've the 
same error now.
I connect the MicroBlaze with the command "connect mb mdm" and XMD shows 
the message "Connected to "mb" target. id =0".
After I type "dow hello_mb.elf" or "dow 
C:\Xilinx\.........\hello_mb.elf" I get the error message as mentioned 
above.

The same error message I get  for the command "elf_verify hello_mb.elf".

I also increased in XPS the memory for dlmb_cntrl and ilmb_cntr to 256K 
. In "lscript.ld" I've increased the memory for stack and heap from 
0x400 to 0x3000 as it was offered in this thread: 
https://forums.xilinx.com/t5/Embedded-Development-Tools/Cannot-run-dual-Microblaze-processor-simultaneously/td-p/71824/page/2

Please help me to find a solution.

I would also be very grateful for some links and tutorials to create or 
debug a Multi-Processor-System in Xilinx EDK.

Regards
Usam