I don't have any experience with Lenovo (though I had a Thinkpad once, a long time ago), so pardon me if this seems kind of smarty-pants, but is USB boot enabled in the BIOS and given first priority?
For diagnostic purposes, you could try booting another computer; if it doesn't work there, then there's likely something wrong with the USB stick. You might also try unetbootin on the same USB stick. If it works, then the problem is likely LiLi USB Creator.
The first task is to identify the source of the failure.