First thanks for this detailed guide. Unlucky me, I've got a noobish problem:
I preparded an USB Device as explained, but I cannot make my PC to boot from it. After pressing F12 to go to Boot menu I select "Hard Disk". Now I can choose between my usual Harddrive and "Bootable Add-in Cards". Theres no USB device to choose from...
I tried it with iPod (8GB) and USB Stick (2GB + Retail DVD, your linked method)

Any solutions?