Burned it to a CD, formatted a 8 GB USB stick with the HP tool, enabled legacy USB in BIOS. When it runs, it cannot find the USB stick to save the data. However, in later menus it "sees" the USB as a hard drive.
DiskPatch showing the physical disk is something entirely different that DOS assigning it a driveletter. If you'd for example format the usb key with NTFS it will never show up as a logical drive, DiskPatch however does see the physical device. What drive letters does DiskPatch show you?
Created a USB boot drive and extracted the diskpatch files to it, enabled the USB as the first boot device in the BIOS. It will not boot to the USB stick. On another computer I used F12 to select the USB stick, it still won't boot.
What procedure did you follow then? If you go for the start > programs > DIY DataRecovery DiskPatch 3 > create bootable USB key for DiskPatch then you shoule end up with a bootable USB key. What needs to be done in the system BIOS to allow booting from an USB device is something you need to work out using the motherboard/PC manuals. It is a fail proof procedure, if followed correctly, that will get you an usb key that will allow you to boot and run DiskPatch straight from it.
It ran at at the end said, "State File could not be saved."
State file is something else than a logfile. Being able to save the state file depends upon the availability of some sectors on the harddisk. If those sectors are in use we will not create statefiles.