hardware test

I'm having issues with the grey screen of death. I want to run a hardware test. Support indicates the way to do this is hold 'D' during startup. When I do this I get a screen that says "Internet Recovery - this may take a while," and then within seconds I get an error: "apple.com/support -D6002" and I can proceed no further.

Does anyone know a working way to run a hardware test on a Macbook Air?

Thanks,

Tim