You neet to set the boot order in the bios to boot off of different media.
I usually set it to boot from SATA1 (port your boot drive should br connected) as first option.
DVD/CDrom as second option.
USB Mass storage as third option.
Bios not saving options is normally a dead motherboard battery. Asuming you are making changes and saving them in bios. Options are not saved if you just change the value and exit. You must save and exit. Usually F10 key.
Quote"Disk Boot Failure. Insert System disk and press enter error"
This is because the bios can not find a bootable operating system. Or a bootable cd or the option to boot from cd is not selected in bios.
State your computer specs and we can ber more specific on directions.
Edit:lots of grammar errors. Cat was helping me type.