|Does any error accompany the F2 message?|
Likely you need replace the cmos battery. If it's dead, or nearly so, it won't hold the settings. Then when you boot up the bios detects that the settings have defaulted and asks if you want to go into cmos/bios setup and correct things. Otherwise, hitting F2 continues the bootup with the default settings. The battery should be silver colored and about the size of a nickel. (You'll need to open the case of course.)
If it's not the battery you may have a bios problem--seems to happen more often with HP's. Sometimes you can correct it by selecting the 'reset configuration data' (I think that's what it says) in cmos.
Other times you can clear the cmos. There should be a 3-pin jumper on the motherboard. It would now be jumpered in the 'normal' position. To clear it you'd move the jumper to the 'clear' position, turn the PC on for a few seconds, turn it off and then return the jumper to the 'normal' position. On next boot you'd be alerted that you need to enter setup.
But it's probably the battery. If you have a DC voltmeter you can check it. A new one would be 3.0 volts. Usually a battery will hold the settings even when it gets down to as low as 1 volt but it'd be a good idea to replace it if it gets lower than 2.8 or so.