DFU is the Firmware Update port on the audio interface itself. This is what the device uses to get it's firmware from the controller driver. You're seeing this because it appears that no drivers are installed on your computer.
The iTwo Studio that you bought did not come with any software discs in the box, that's because all the software you need is online. On the Mac the iTwo is class compliant and no driver is needed, however on Windows you must install the device driver.
Once the driver installed, this error should go away.
Please refer to this answer base article to watch a short video on how to get your ITwo setup on Windows.