The new Lenovo ThinkPad T440s has some settings out of the box that makes it difficult to replace the default image. The first problem is to make sure that the BIOS is at the current version 2.17 http://support.lenovo.com. Then you will need to change 2 settings manually.
1. Boot into BIOS “F1” while Booting.
2. On the “Security” Tab go to “Secure Boot” and disable it.
3. Now go back to the “Security” tab and scroll over to the “Startup” tab.
4. Change the UEFI/Legacy Boot setting to “Both”.
5. Save Changes and reboot.
You should now be able to boot to whatever devices you like.