Try the F2 option...then go into the BIOS and look for the screen that says "boot options" or something analogous.
On that screen, ensure that the hard drive is the first choice
Hit F10 to save changes, system will reboot.
Let us know what happens.
If unable to set hard drive as first choice...that could be an indication that your CMOS battery is weak and needs to be replaced. If this is a desktop, that's no problem. If your system is a laptop, it's more complicated.
CMOS Battery Replacement - http://www.liverepair.com/encyclopedia/art...cmosreplace.asp
, ignore the part about writing down settings.
System manufacturer and model (e.g., eMachines T1234)?