You need to place the interface file before the board file.
Instead of:
> openocd -f board\phytec_lpc3250.cfg -f interface\olimex-arm-usb-ocd-h.cfg
You want :
> openocd -f interface\olimex-arm-usb-ocd-h.cfg -f board\phytec_lpc3250.cfg
Source: http://elinux.org/OpenOCD_Troubleshooting:_Invalid_Command_Name_JTAG