The problem is that Mageia no longer provides unetbootin and instead provides their own tool, IsoDumper. Still in development, IsoDumper can only save as a disk image of the existing files, write an image file to the USB device, or format the USB device with a FAT, NTFS or EXT filesystem. It would be nice if Mageia provided a bootable DOS image for you so that you could easily do BIOS and firmware updates since Linux has yet to produce a usable tool for that.
It's always good to know how to do that from the command line if the GUI tools are not available, so that's what we will do.
You can get a USB image containing FreeDOS from this site. There are three different images depending on the size of your USB stick. Mine is 2GB, so I could choose either of the first two. I chose the second image.
Once downloaded, you need to uncompress the file like this:
$ bunzip2 FreeDOS-1.1-memstick-2-256M.img.bz2
Now it's simply a matter of using dd to copy the image file to the USB device. On my system, the USB device was detected as /dev/sdj and /dev/sdj1 was auto-mounted at /run/media/
$ dd -if=FreeDOS-1.1-memstick-2-256M.img of=dev/sdj bs=512
For good measure, invoke the sync command and unmount the device.
$ sync && sudo umount /dev/sdj
Reinsert the USB device, allow the system to auto-mount it, and transfer whatever BIOS/firmware and installation program you need. Use the USB device to boot your computer which will leave you at a command prompt to invoke whatever installation program you have.
FreeDOS for USB/PXE Homepage