Need to boot Latitude D600 from USB drive

I want to boot a Latitude D600 from a USB thumb drive.

The BIOS is version A16  and in Setup I can see the USB Storage Device is on the boot list, however when I hit F12, the USB drive is not on the list of bootable devices.

Furthermore, I tried disabling all boot devices except the USB Storage Device in Setup. When I do this it tells me there are no bootable devices.

One peculiar thing about this machine is that it is dual boot Windows/Linux. Could this be blocking access to the USB device as a boot device?

Any ideas welcome.

Cindy