At the time this post is being written, March 2012, at least some UEFI systems don't boot to NTFS USB thumb drives. These UEFI systems will only boot to FAT32 USB thumb drives. I have no idea if this will change in the future. The details of UEFI are outside the scope of what I typically deal with.
There are several utilities for creating a bootable USB drive from an ISO image, but you’ll most likely end up with something formatted with NTFS. This won’t boot on some UEFI systems. Instead, right-click on your USB drive and select “Format…”. Ensure that FAT32 is selected as the file system and click “Start”. You can also format a drive from the command line using format or diskpart if you like.
If you’re on Windows 8, double-click your ISO image to mount it. If you’re on earlier versions of Windows, use a 3rd party utility to mount the ISO. Just search the web and you’ll find options. Or, burn the ISO to a DVD and then mount it. Once the ISO is mounted, copy all files and directories over to your newly formatted USB drive by dragging and dropping. You can also do this from the command line using robocopy or xcopy.
You’ll then have a USB drive which will boot on UEFI systems. It will also boot on systems which use a BIOS instead.
I hope this saves people some time. I spent quite a while wondering why I couldn’t get a USB drive to boot on one of my newer systems.