|The PXE ROM is a device on your network interface card that allows you computer to boot over a network with actually having an Operating System Installed. The chances are you haven't got one as they don't normally come as standard.|
You need to go into the BIOS and disable booting from the PXE ROM or take it out of the boot order and make sure the hard disk is first.
If F1 or F2 don't get you into the BIOS try Del or better still read the first screen that appears when the computer boots. It should give you an indication of which key or keys to press.
You press F8 to get into safe mode which in this case is not what you need as Safe Mode is an Operating System function. On some Bios pressing F8 before the Operating System begins to load will give you a boot menu so you can chose which device to boot from.