Jay, the manual for your computer says you have to use the + and - keys to move the devices up and down the boot sequence: Documentation
Have you followed the instructions as in that manual? If so and it is not working it might be a case to contact Dell directly.
Here the instructions:
Changing Boot Sequence for Future Boots
Enter system setup.
Use the arrow keys to highlight the Boot Sequence menu option and press <Enter> to access the menu.
NOTE: Write down your current boot sequence in case you want to restore it.
Press the up- and down-arrow keys to move through the list of devices.
Press the spacebar to enable or disable a device (enabled devices have a checkmark).
Press plus (+) or minus (–) to move a selected device up or down the list.