@@UltimateDIY It was on legacy mode. It was quite simple. When it boots it also shows the "Upgrade Bay" option. I pressed it and it booted from the bootable CD that was already in the drive. I was just experimenting what to do in case of a disaster. My pc is fine. Another great recovery software is ACTIVE Disk Image Professional. I have Acronis True Image and I'm not happy with it.
It goes there because it does not have a boot drive set in the bios. It's basically asking you what to boot from. Tell it from the bios and it will not ask again.