Archaeon is dead on right here. If it WILL boot from cd with no HDD's installed, then the only problem is your boot order. There is no motherboard in existence that I know of that will not let you into the bios on post. (btw, POST = Power On Self Test, it's what is happening when your computer goes beep).
On powerup, as soon as it finishes counting ram, immediately start hitting Del or F1 or Esc. There are a few weird Mobo's that use F2, but mainly just Compaq machines.

For the record, a post test is not shown on the screen, it happens in the background while initializing hardware. You only know it's there when there's a problem. Like for instance your ram came unplugged, It issues one long continuous beep. Or your video card is unplugged/burt. Eight short beeps there. Lot's of useful stuff there.