Strange...
I don't kow how many different versions of Pi2662 Fujitsu-Siemens did invent. Mine works on a G31T-M2 mainboard, BIOS 3.04, CMOS setup utility is v2.59 (older than your v2.61), and it certainly
can boot from a USB key. I just tested this with a SANdisk Cruzer Blade, which appeared in the F12 boot menue as mentioned, and successfully booted a recovery Linux on the Pi2662.
Sorry if I misinterpreted your response, and you meant that you (personally) and not the Pi2662 were unable to boot from USB