The very first screen that appears after the PC is powered is the BIOS startup screen. This contains the option to enter Setup by pressing the Delete key.
There is only a short period of time to do this, so the easiest thing is to keep pressing Delete after the PC has been powered on.

Using the keys select the option Advanced BIOS Functions

Hit Enter and a panel will be displayed which shows the First, Second and Third boot device. In addition there is an entry for Boot Other Device. The options for which are Enabled, Disabled.
The actual sequence is of some significance. Having the hard drive bootable before the floppy has both advantages and disadvantages.

The Boot Other Device feature determines whether the BIOS will attempt to load an OS from the Second or Third Boot Device if it fails to load one from the First Boot Device. This feature is enabled by default and it's recommended that you leave it as such.
This will allow the BIOS to check the second and third boot devices for operating system on failing to find one on the first boot device. Otherwise, the BIOS will just halt the booting process with the error message No Operating System Found even if there's an operating system on the Second or Third Boot Device.

This allows you to select the first device from which the BIOS will attempt to load the operating system from. Note, that if the BIOS is able to load an operating system from the device selected through this feature, it naturally won't load another operating system, if you have one on a different device.
For example, if you set Floppy as the First Boot Device, the BIOS will load up the DOS 3.3 boot disk which you have placed in the floppy drive but won't bother to load the Windows XP you have on your hard disk. As such, this feature is useful for troubleshooting purposes or for installing a new operating system.

The default setting is Floppy. But unless you boot often from the floppy drive or need to install an operating system from a CD, it's better to set your hard disk (usually HDD-0) as the First Boot Device. That will shorten the booting process and more importantly, prevent the BIOS from loading up the wrong operating system.