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Firmware > BIOS
To enter to the BIOS (actually UEFI since a few years), press DEL, F2, F12 or a similar key. You can modify the bootup sequence and indicate to boot from a USB thumb drive or a CD-ROM/DVD first (this is very useful to use LiveCDs).
If you work with very old systems, and you cannot boot a CD directly, you can use rawrite to create a boot floppy that loads the CD.
See also:
CategorySystemAdministration CategoryHardware CategoryBootProcess