How do I run Apple Hardware Test on a 10.7 system with no CDs?

My friend just got an open box MacBook Pro from Best Buy at 8 PM last night.
It’s had at least four kernel panics since then, including two that took place while reinstalling OS X.
I’m troubleshooting, but apparently holding down the D key on boot doesn’t give us Apple Hardware Test on this guy like the docs suggest:

No media shipped with the device.

Any clue how to do an Apple Hardware Test in these circumstances?

OS: 10.7.3
Model: MD314LL/A

Can you jack the laptop into the router or modem via an ethernet cable (I’m assuming it can’t access WiFi)? As is says:

So, I’m assuming it’s not on the drive itself.

Have you run all updates? There may be a firmware update (there’s been a few of late) adding the Lion-specific media-free stuff.

cmyk, yes, I have working wifi. It is available to the system. In fact, I had to use wifi to download the OS when it was reinstalled. It appears AHT isn’t on the disk.

amanset, no, haven’t done any updates yet due to time constraints. In fact, I’ve just started updating since your post.

For the hell of it, have you tried resetting the SMC?

cmyk,

Yes, SMC was reset before my post, and probably an hour ago now.

update:
After updating the software, I timed boot at 32 seconds from power button to usable desktop.
And, holding down D at boot still does not bring up the tools.

Very odd.

Can you boot up at all, or does it kernel panic/freeze every time?

Also, have you tried booting into Disk Utility? From the manual (PDF):

Repairing, Restoring, or Reinstalling Mac OS X Software

If you have a problem with your Mac software or hardware, Mac OS X provides repair and restore utilities that may eliminate problems and can even restore your software to its original factory settings. You can access these utilities from the Mac OS X Utilities application, even if your computer isn’t starting up correctly.

Use the Mac OS X Utilities application to:

• Restore your software and data from a Time Machine backup.
• Reinstall Mac OS X and Apple applications.
• Restore your computer to its factory settings by erasing its disk and reinstalling Mac OS X and your Apple applications.
• Repair your computer’s disk using Disk Utility.

If your computer detects a problem, it opens the Mac OS X Utilities application automatically. You can also open it manually by restarting your computer.

To open the Mac OS X Utilities application:

Restart your computer while holding down the Command (⌘) and R keys. The Mac OS X Utilities pane appears.

Some utilities in the Mac OS X Utilities application require access to the Internet and the Mac App Store. You may need to make sure your computer is connected to the Internet by using your Ethernet or Wi-Fi network.

To connect by using a Wi-Fi network:

Choose a network from the Wi-Fi status menu in the upper-right corner of the screen. If necessary, type the network password.

To join a closed network, choose Join Other Network. Enter the network’s name and password.

Repairing a Disk with Disk Utility

If you have a problem with your computer, or if you start your computer and see the Mac OS X Utilities application, you may need to repair your computer’s disk.

Select Disk Utility in the Mac OS X Utilities pane and click Continue.

Select the disk or partition in the list on the left, and then click the First Aid tab. Click Repair Disk.

cmyk,
All of the applicable steps you referenced in the most recent post were done before my OP in this thread.
OS reloaded, disk verified, etc

The thing I didn’t do was actually erase the disk and load in that fashion.

NOTE TO THE READER: The owner decided to return the unit this morning, so it’s been refunded since 10:10 AM.
The owner received a refund in full, including a refund for the service fee related to the installation of the RAM upgrade from 4 GB to 8 GB. We noted that they handed us a unit that… took 4 minutes to start on initial boot, then crashed as soon as the Applications sub-window was opened. The store manager appeared to buy my argument that Geek Squad really ought to have caught that, although I would privately concede that it is a mixed bag.

Glad it was refunded.

Despite OSX Lion’s odd new approach at software/Internet only troubleshooting, I haven’t run into such troubles yet. Fingers crossed!

TYVM!
Feel free to visit my IMHO thread on what to get. We’ll be shopping again tonight.

Yeah, that was a confusing one. Glad you got a refund.