Hi, and welcome to the Tom's Hardware Forums.
I've never used an HP ze4440, so I don't know if they come pre-set to boot from USB devices. However, in any computer, there are certain things that must be done to make them capable of booting from USB devices.
First and foremost, the source device (in this case, a USB flash drive) must be formatted with a FAT32 file system in order to be recognized by the BIOS as a bootable device. You can check the drive's file system by opening My Computer/Computer, right clicking the drive, and selecting Properties. The file system should be displayed on the General tab.
Second, Legacy USB Support must be enabled within the BIOS to allow the BIOS to recognize properly formatted USB devices as...