If you create a bootable USB stick from a Service Pack for ProLiant (SPP) ISO with the HP USB Key Utility and then boot a server with it, you might end up that the boot menu only shows “Return to Main Menu”.
This happens because newer SPP releases organize things differently on the ISO, so the USB Key Utility does not know what to copy. But it does not issue any error messages about this.
To fix this, get the newest USB Key Utility (2.0) and recreate the USB stick. Then it will work.