@hek said:

If you have an Uno around your can use that for programming the ProMini.

http://www.instructables.com/id/Arduino-Pro-Mini-Stand-Make-It-Reusable/
http://www.instructables.com/id/Uploading-sketch-to-Arduino-Pro-Mini-using-Arduino/

It's weekend and I finally have the time to give this another chance and guess what? It works! I manage to upload the sketch to my Pro Mini and successfully created my first ever MySensors sensor! Thank you so much for that!