You can download the Memtest ISO form and then burn the ISO (Image) to a CD.
Then be sure you have the BIOS set to boot from CDROM as first boot.
If it still don't boot when set at first boot then disable your Hdrive from 2nd and any other from 3rd device, this will force it to boot from the CD only.
Be sure to change it back when your done.
I could not get any others to work till I mounted it to a CD then it worked perfectly.
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