HT201257 AHT does not start on OS 10.8.2 - I see only  a grey screen, if I stop pressing D computer will boot.

How can I start AHT without an additional install disk - OS X 10.8 was upgraded using App Store so I do not have an install disk on it,
When I keep the D key presses after pressing the power button, I do see only the plain gray screen. Few seconds after I release D key, the system will boot normally - if I keep pressing the D key, the system will just stay with the gray screen on.
I do want to run AHT to test the memory as I do get 1-2 kernel panics a day, and have no kernel extensions.

I just tried the AHT on my late 2011 15" MBP - everything checked out fine (your post just prompted me to make sure that it's working properly - I've nothing going wrong with my computer). You just have to keep that D key held down for a long, long time - don't release it until you see the AHT onscreen.
While you might be able to rule out bad RAM as a problem with your computer, you could also loop tests running the free Rember... and if you're having kernel panics, you could post a log on here to see if someone notices something unusual (I suspect you meant to say that you have no non-Apple kernel extensions?)/
To post a log of your most recent kernel panic, see http://support.apple.com/kb/HT2546?viewlocale=en_US.
Good luck,
Clinton

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                    ... 19 more
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