problem with order of bootable devices

when i enter setup i choose to boot from the cd drive first so i can install an operating system on a new hard drive but it doesnt boot the cd drive first It shows that it does in the order i choose but it doesnt do it?

A lot of motherboards will time limit prompt you to press a key to boot from CD, that may be what's happening here

Or its the boot loader on the OS disk, but I agree