 MacBook Pro 2011: HardWare Test 

The only way I can think of is to Boot holding down 'd' as before but this time I believe it will load them across the Internet from Apple's servers (as Recovery). Not tried it myself but this is what Apple say:

"For some Apple computers that shipped with OS X Lion, if Apple Hardware Test cannot be found on the hard drive, an Internet-based version starts up instead."

http://support.apple.com/kb/ht1509

If you have a pre-Lion DVD with it on you can install it:

http://macminiforum.com/topic/1245-get-apple-hardware-test-boot-mode-back-on-som e-os-x-lion-macs/

HollisterApple,

This article explains the procedure: Intel-based Macs: Using Apple Hardware Test.

http://support.apple.com/kb/ht2644

should apply.

I realize this is late, but I kept trying to do a hardware test on a late 2011 MBP 13.3 and it wasn't working by simply holding down D before the startup screen. It finnally worked when I held down Option(alt) + D right before the grey screen appear.

none of the tips are working for me.. 😟

I know this is old but you need to hold down alt + D