How to update the Samsung Evo 850 firmware

Using the instructions here, the solution to this problem (which I had as well) is to create the folder structure FW/DXM06B0Q and move the DXM06B0Q.enc file in there. As explained in the link I mentioned, the structure should look like this:

.../dsrdenc/DSRD.enc
.../dsrdenc/FW/FIRMWARE_NAME/FIRMWARE_NAME.enc

Why Samsung doesn't prepare the zip directly with the correct structure for their own tool is beyond me.

In any case, this will probably not get you much further, since it does seems the firmware update cannot be performed if your system is booted from the SSD, or at least that's what my best guess is seeing the (new) error message:

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Samsung(R) SSD Magician DC Version 1.0
Copyright (c) 2014 Samsung Corporation
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WARNING :Please Note that Firmware Upgrade may format the disk and you will loose your data.
Please Ensure that data backup is taken before proceeding to Firmware Upgrade.
if you are sure then only proceed, otherwise restart the application after taking a backup.
Continue Firmware Upgrade ? [ yes ]:yes
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Disk Number:  *0 | Model Name: Samsung SSD 840 PRO Series | Firmware Version: DXM05B0Q
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F/W Update:  [ERROR] Firmware Update Failed Due to a failure in device interaction.  
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Update: in fact it seems that the firmware update is successful, despite the error message.