Are you sure that you don't need third party SATA drivers for your controller
You better check all your manuals and look for all software that came with your components
When loading into windows for a clean install, you should of had a prompt to press F6
As noted by the link I supplied
Check with Intel for drivers
Memtest should run auto
Did you properly burn the ISO
Eg.. I use Burnatonce>>Download the Memtest86.zip file, UNZIP the file so you now have Memtest86.iso extracted
Fire up burnatonce and burn the ISO on a clean CD, I use a CDRW so I can quick erase the disk then burn the file
Reboot with the CD in, it should start automatically
EDIT>>I would also check ALL connections in the computer to ensure they are all seated properly