Unless you set the boot sector to make the drive bootable, no amount of "diddling" the data on the drive will make a difference.
So: how do you get the boot sector set?
Check your workstation to see if you have a copy of "
bootsect.exe" on your system. If you do, you're already set; if you don't, you'll need to grab a copy from your installation media.
Once you have it, format your thumbdrive with NTFS, then issue the following command on the drive letter for the thumbdrive:
where "x:" is the letter for the thumbdrive:
bootsect /nt60 x:
Add your custom files, and the thumbdrive should behave as you'd expect.