I am in the process of installing an OS of mine from my 8GB Thumb Drive. However, I am currently receiving the " Boot from CD/DVD: Disk Boot Failure Insert System Disk" screen. I made sure to change the First Boot order to - USB-HDD which is my Thumb Drive.
Why would it still expect me to be booting from my CD/DVD drive?
Are you positive the memkey is bootable? I would try it in a different machine if possible. If the memkey isn't bootable its jumping to the next thing in the boot order which is probably the cd drive or HD.