Thanks guys, I will try it again (disconnecting the batteries).
Meanwhile here are my options when I hit Esc when booting:
F1 - System Information
F2 - System Diagnostocs
F7 - HP SpareKey
F9 - Boot Device Options
F10 - BIOS Set Up
F12 - Network boot
When I choose the F9 - Boot device options, here is what I get
- Notebook Upgrade Bay
- Notebook Hard Drive
- Notebook Ethernet
I do not see the CD/DVD option, unless the Upgrade Bay is what it is

???
Thanks for all your help. I will let you know how I fare.