Hmmm...that's odd. If you have that option it should work. I'd suggest trying it in a more basic way. Go into your BIOS and check which Drive is the Master or Primary Drive. Put the Disc in that one. Also, while in the BIOS go to the Menu that lets you select the BOOT Device order and put CD/DVD Drive as number one if it isn't already. Then Save and Exit and don't push F8, just let it go on its own and it should come up with the "Press any key to boot from..." screen which at that point you push any key.
If it still doesn't work, then there are two possibilities.
1) Something went wrong when burning the ISO to Disc. (You might try burning the ISO to another disc and using that one. Make sure that you select to "Finalize the Disc" in the Nero Burn options.)
2) Your ISO is bad, which means you need to create a new one. Make sure it includes the files needed to make it a bootable disc.