I saw your post below.
I tried on my Dell desktop as well, on using F12, I
have "USB Device" on boot menu only when I have a
bootable USB connected to my desktop.
Now, here is a procedure to create a bootable USB:
1) Download Hiren BootCD from http://www.hiren*****ootcd.net/download/Hirens.BootCD.10.6.zip and then burn it onto a CD;
2) Follow the procedure at http://www.hiren.info/pages/bootcd-on-u*****-disk to copy from the CD (you just burn) onto a USB
3) Boot the USB on the laptop.
This is a extremely useful must-have CD containing a lot of tools.
A big thank to KZCH who has recommended it a few months ago!