Ultra ISO usually always works, but the boot menu key on Sony is normally F2 so tap it at reboot to look for stick under USB, Removable or HD's - you may need to expand a listing. If not enter BIOS setup using the key given for that to set stick first to boot, then HD.
Bootmgr is missing means you're missing the chance to boot the stick.
But if some syncing is going on when plugged into another PC it might have become corrupted so I would reformat and rewrite it with Ultra.
Once booted follow these steps to get a perfect Clean Reinstall - Factory OEM Windows 7