Finally my two-way-bridge works! Yeeey!
1. First I deleted bridge.obj & bridge.mtl in c:\Users\YOURUSERNAME\AppData\Roaming\DigitalFossils\Rocket 3F\Bridges\
2. Now I created a new object in Rocket 3F and checked if the according bridge.obj & bridge.mtl was created in c:\Users\YOURUSERNAME\AppData\Roaming\DigitalFossils\Rocket 3F\Bridges\ > and it was!
3. then I selected the new created object and run the bridge from Rocket 3F to Moi3D and nothing happend! (as usual...)
4. Now I pressed the Ctr + Alt + D keyboard hotkey which was defined to execute the "Send_to_Rocket_3F hard" command inside Moi3D and surprise surprise, my object appeared finally in Moi3D.
5. I also typed the "Send_to_Rocket_3F hard" in the suggested place from the developer in Moi3D and that worked also!
6. Now I transfered the same object from Moi3D to Rocket 3F and it worked but it comes out in a different palce (different entering coordinates) as it was sent from originaly.
So all in all, the two-way bridge works now, except the matching entering points in both applications.
Big thanks to Samardac and everybody who tried to help to solve this problem and I really think this whole procedure should be included somewhere in the manual as it´s essential to make this two-way-bridge work for much better workflow.
PS:
Would also like to see a solution for the excat same entering coordinates for both applications.