My Mid-2011 iMac with pre-installed Lion can't load AHT (Apple Hardware Test) over internet

Question

I have a Mid-2011 iMac (3.4GHz) of which Apple's Support document for the Apple Hardware Test (http://support.apple.com/kb/ht1509) says:
Some Macintosh computers that shipped with OS X Lion support the use of Apple Hardware Test over the Internet. These computers will start up to an Internet-based version of AHT if the hard drive does not contain AHT.
Well, this doesn't work for me. My Mac is on a DHCP-supporting router which has constant internet connection. Yet, when I turn off the Mac and then on again, holding the D key down even before the screen turns on, the Mac does indeed react to this key as it's then turning the screen on and taking another about half minute before it continues with the boot process along with showing the Mac symbol. Without the D, the Mac symbol comes up quickly.
So, it appears that the iMac is indeed trying to get AHT over the internet. Just that it doesn't succeed in it, and probably timing out after a while.
Any suggestions how to fix this?

Answer 1

Re
extract from kb article
PPPoE (where there is no router handling the PPPoE connection)
No
No
Captive-Networks (where you click an "Agree" button to access the Internet)
Yes
No
Proxies (where specific proxy servers must be configured in network preferences)
No
No
Certificate-based authentication / 802.1x
No
No
try check if you are in that case for your internet acces ?
could be a firewall problem too , if is possible try desable firewall ( or any internet filter )
no you can not see a wifi selection if you are wired ( using cable )
by the way D key for AHT need to be pressed AFTER start up sound , and hold at min one minute
HTH
Pierre