If you have created a Mac OS X bootable USB Key and it shows up as EFI Boot when you are at the boot selection menu then you can rectify this via the following Terminal command
sudo bless --folder /Volumes/VOLUMENAME/System/Library/CoreServices --bootefi
replace VOLUMENAME with the name of your USB Volume, so I named my 10.8 Key ‘Mountain’, so my command would be
sudo bless --folder /Volumes/Mountain/System/Library/CoreServices --bootefi
then enter your admin password and reboot
Hold down ALT to get back to the boot selection menu and you should now have the VOLUMENAME displayed under the USB Device, rather than EFI Boot