The bios allows me to select 3 boot devices. I do not know why, but it lists devices I do not even have on my computer. It has both CDROM and a listing for my specific drive- Pioneer BD-Drive. According to Gigabyte I should be able to select either of these and it should work. I selected them both for boot #1 and #2 and disabled #3. It still booted from the HDD. It did do something different though. During POST it showed a message, "Loading Operating System......................................." Sort of like the message to hit any key to load from CDROM drive. Clicked keys and did nothing. Once it timed out it booted from the HDD.
When I do the F12 thing it does the exact same thing. In no case does it give me the normal "Hit any key to boot from CDROM".