boot usb linux

Hello
I have a couple of 4GB usb pen drives and a 16 GB ADATA one.

When I want to boot from the Linux I have installed in the pen drive, do I have to go to F2, enter the bios and set it to boot from USB or can I tap F12 and do it that way. I have used the 3 major installers, Linux Live USB installer, UNetbootin and USB Universal Installer and cannot get Ubuntu or any distro to boot from this drive. I have formatted it as FAT 32 not NTFS.

I had some success booting from the 4GB pen drives with some distros but not always.

I installed Zorin OS which was great but it started to ask for a password which was never mentioned in the process so I had to delete it.
The question is, am I booting wrong to be making so many errors? I have a Win 8.1 OS with 6 GB ram.
I have 3 4GB pen drives and a 16 GB drive. The 16 is an ADATA and the others are Sandisk.

All I want is a live USB with persistence for updates. I found Ubuntu the easiest and Zorin equal to it except for the password issue.
Thanks for any help.

I find this : Rufus - Create bootable USB drives the easy way to be most successful for making live Linux distros.