I downloaded the Linux USB Image of memtest86 and used
dd to get the image on a USB flash drive.
Whenever I used it on an iMac Late 2006 (running SL) or the newest Macbook Air 13'' (running ML) the drive was shown as "Windows" in the boot menu (ALT pressed during startup) and memtest could be started by just selecting it.
However this does not work on my late 2009 iMac (running ML): The USB drive is just not shown on the boot menu. I tried another USB device with the same image, but the problem remained the same.
I know there are other answers like this one, but if there was a problem with the partition table or the image, why does booting work with the other two Macs?
Do you have any idea what the problem might be?