When you say it won't let you change it do you mean---
You can't get into the Bios settings at all
You can get into the settings but can't find the option to change the boot order
You found the boot order but can't change it
You found the boot order and changed it but it still only boots from the hard drive.
Also please let us know whether this is a brand name machine (i.e Dell, HP or whatever) or a home built/shop built one. then hopefully someone on list will come up with some suggestions.
Kind Regards Wayne