What BIOS version is your Dell running? I don't seem to have any problems with the wife's machine.
I turn off the CD in the boot options.......set the PXE BIS Default Policy to off.
Then when I use the F12 option and select CD, I get a Device Not Found message.
It offers an option to retry which continuously produces the same message and an F2 option to reset the BIOS. I guess if you password protect the BIOS setting then that isn't an issue?
Maybe there are hidden menu screens in the BIOS, like my bios. While on the first screen, press F1 or ctrl-F1 or alt-F1. Maybe some of those rigs need a bios update. On one project, we had stacks of Dell optiplex's that didn't network boot to our automated image server. After update, they were all able to coldboot and become zombies.
BIOS Revision A03
The only boot device I have enabled is the SATA HDD. I was still able to boot off of a clonezilla cd through the boot device menu. Strange?
edit: Just saw Linen0ise's post... will try that. :)
edit x2: Didn't find any hidden menus :(
Please look for a BIOS revision on the Dell site. This machine has A09, although it is a different model.