I ran into this problem as well when I started using SW4STM32.
The resoultion turned out to be related to the type of USB port you had your board/debugger plugged into. When I plugged my board into a USB 3-compatible port, I saw the same error message. When I plugged my board/debugger into a USB 2 port, I was able to (eventually, after some messing around) get debugging to work.
Try plugging your board into a different USB port and try again.