What FSing is pointing to with an F key is the boot device menu which lists the types of drives hard drive, optical drive, usb hard drive, card reader, etc. With a pair of 2gb Kingston flash drives used I suddenly found I could no longer write an iso and make it bootable for things like GParted live while you could still format it.
I suspect the drive you have there simply gave out on you since no removable drive other then optical was shown in the screen you posted. As far as entering the bios setup, generally pressing the DEL key, the advanced section is where you typically set the boot device such as optical or hard drive. When having more then one hard drive present internal or external such as a flash drive you highlight that and press the enter to bring up the list of drives in order to move one drive to the top of the list to be made the default boor drive.
The usb settings found in the bios are generally for enabling usb keyboard/mouse support.