While trying to reformat a Samsung NP530  Ultrabook I found that it would not boot from any USB devices despite changing the boot order and using F10 to enter the boot device selection menu. The issue turned out to be that “Fast BIOS Mode” was set to enabled which by design bypasses detection of USB devices to speed up the boot process  This means not only will it not boot from USB automatically but it won’t even show up in the manual boot selection menu. Changing Fast BIOS Mode to disabled allowed me to select USB devices from the boot menu and to be used properly depending on the boot order.

Here is a summary of Fast BIOS mode from Samsung