Solution: Windows 8 somehow does not like exFAT at all :-(
I gave it another try (after all I wanted to test if it works with continuums tip with exFAT, but even when I copied a bigger file to the exFAT volume Windows 8 stoped seeing it needing a reboot.
So either it is Windows 8 (then I need Microsoft to patch it up) or it is the driver for the FireWire, then I need Apple to fix the FireWire-Driver, since this Windows 8 resides on a Mac and Apple hast just 2 weeks ago released the Windows 8 drivers.
Thanks all for the hints and tipps and your time!
Happy Easter!