From MEPIS Documentation Wiki
The most common problem is that your computer's BIOS 'boot order' (or sequence) is not set up to boot from the CD-ROM drive by default for security reasons. You can change the BIOS boot order quite easily until you have run your Live CD or installation CD and then change it back again if you are worried about security. If you want convenience as opposed to security, you can leave it set to boot from the CD drive before the hard drive, ready for next time.
As you start your computer there should be some information there somewhere telling you what key to press to enter your computer's BIOS.
How to change the order
Here is a list of key sequences for various brand name computers. If yours is not there watch for info flashed on-screen when your computer first starts. It may say "For setup hit ..." That's the info on how to get into the BIOS on your machine.
Acer: - Ctrl+Alt+Esc
ALR PC: (F2) or (Ctrl)(Alt)Esc)
AMI BIOS: (Del), (F1) or (F2)
AST, Advantage, Award, Tandon: - Ctrl + Alt + Esc
Award BIOS: (Del) or (Ctrl)(Alt)(Esc)
Compaq: (F10) (do this when the cursor is in the upper right corner of the screen blinking)
Dell: - F1 or Del or F2.
Dell: - Some require pressing reset twice
Dell: - Ctrl + Alt + Enter
DTK BIOS: (Esc)
Gateway 2000: - F1
Hewlett Packard: - F1
- Older Models - In order to get into the configuration of the IBM setup screen (CMOS) screen you need to hold down both mouse buttons during bootup.
- Aptiva - Press F1
- IBM PS/2: (Ctrl)(Alt)(Ins) after (Ctrl)(Alt)(Del)
- IBM PS/2 with reference partition: - Press Ins during boot
- Some PS/2s, such as 75 and 90: - Ctrl Alt ?
- Some PS/2s when pointer at top right of screen: - Ctrl + Ins
NEC: - F2
Packard Bell: - F1 or F2
Phoenix BIOS: (F1), (F2), or (Ctrl)(Alt)(Esc)
Phoenix BIOS: - Ctrl Alt S
Phoenix BIOS: - Ctrl S
Phoenix BIOS: - Ctrl Alt Ins
Sharp Laptop 9020: - F2
Sony: (F3) while you are starting the PC, then (F2) or (F1)
Tandon computers: - Hold down the key after turning on power
Tandon: - Ctrl + Shift + Esc
Toshiba Laptops: - Toshiba Utility
Toshiba: - Press Esc during boot
Toshiba, Phoenix, late model PS/1 Value Point and 330s: - Press F1 during boot
Olivetti PC Pro: - Shift Ctrl Alt + Num Pad Del
Miscellaneous PC's: - Ctrl + Esc or Ctrl and Alt and +
Zenith: - Ctrl Alt Ins