Download the Auto-installer for USB Key (Win 9x/2k/xp/7)
Follow the procedure and format the flashdrive.
Restart,click repeatedly the Delete button (or F1 or F2 or F10 or Esc this dependence from you motherboard model) and enter bios.
In bios\bios advanced features\hard disk boot priority set the usb flashdrive as first boot device,press f10 to save and exit\restart.
During restarting normally memtest will run.