Are you referring to pressing the "F8" key? That is the only option I am given. After pressing it, I saw nothing about boot "devices". I will try restarting again, and report back with the options I find.

You can also just leave it set to boot from cd first, so you dont have to change it next time you need to boot from cd. The bios wiil look at all the drives for a boot image, if it doesnt see one in the cd, it will go to the next drive in the boot order.

Bios is easy to recognize because it has a blue screen with white letters on it if I'm not mistaken. and the button you have to press depends on the system I believe. But it always tells you which one it is on the first sreen when the pc boots.
So did you get into bios?

you probably find options like safe mode and last known good config with that.

Try keys like the f2 key, f1 and del.

My screen is black. Initially, I have the option of booting into XP or to press "F8". After pressing F8, I have the following options:

Safe Mode
Safe Mode with Networking
Safe Mode with Command Prompt

Enable Boot Logging
Enable VGA Mode
Last Known Good Configuration
Directory Services Restore Mode
Debugging Mode
Disable Automatic Restart on System Failure

Start Windows Normally
Reboot
Return to OS Choices Menue

Anything sound familiar?

wrong key there is nothing else then like f1 or f2 or del then?

At first, I am only given three options:

Boot XP
Boot Home
F8

Should I just start pressing keys untill I get another menue?