There is a severe lack of specifics in this thread which you will need to provide before you get any form of a decent/helpfull answer.
1) On the bios splash screen what exactly does it say F11 is the key for? (im expecting boot options/bios)
2) What is the model of your PC/when did you buy it (there may be defects with the specific models hardware)
3) Does the blue screen stay there or does it flash and shutdown/cycle (if it stays there what 0X error codes do you recieve)
4) What OS are you running?
As a possiblity this could just be static build up, remove the power cable from your towers PSU and then hold the power button down for 15-20 seconds, put the cable back in and try again.
Another option is whether or not you are able to enter the bios or advanced boot options. By default F8 is the key to enter advanced boot options, from here you can try safemode/disable automatic restart, these will help diagnose your problem.
Please respond with the results and this will help narrow down the cause of your issue so we can advise on the best course of action.