Pressing Esc I got to the Boot Menu page with the subheading of “Select a Boot First Device.” I could navigate to the HDD Group with two drives or the CD-ROM Group with a single drive. I intended to move the bottom one to the top. When I pressed Enter which according to the labeling at the bottom means Accept, the PC went right ahead to boot into the HD. Space bar did not move the selected item either.
What I like to do is to follow the instruction of “After installing the Windows Automated Installation Kit, restart your computer. You can now use ESET Smart Security 4.0 or ESET NOD32 Antivirus 4.0 to create a SysRescue DVD.”
I found out myself that my existing boot order is OK, I forgot the correct function button as well. It turned out that my problem was not burning the Windows AIK DVD a bootable one. So that is my next job. I can cancel this post now if I know how.