Try again, you must have missed a step.
1. Install Nokia CareSuite.
2. Install Nokia Data Package Manager.
3. Copy UserGroupsConfiguration.cfg file to the three specified folders.
4. Run Care Suite.
5. Double-click Data Package Manager.
6. Choose Nokia Care Servers and click OK... it won't work without the .cfg file in the right spots.
7. Enter RM-1045 for Type and 059W0X5 for code. Search, and you should see one thing listed.
8. Click the > next to Not downloaded to trigger download, and confirm Yes.
9. Close DPM.
10. Double-click on Product Support Tool.
11. Choose Work Offline and click OK.
12. Click File > Open Product.
13. Type RM-1045 and choose the Lumia 930.
14. Click Programming > Recovery.
15. Click on firmware package you downloaded.
16. Click Start. When prompted for device, power off your phone, and plug it in by USB. When it powers on, immediately click Retry.