On some newer systems (even home built), the function key message for entering Setup (or any other message) disappears before you get a chance to read it and some monitors are slow to display text when powering up the system, so you may have to reboot to read it again.
So, during the boot process, what ever message you want read when it comes up, PRESS the Pause/Break Key and when your done, PRESS Enter to resume the Boot Process.
Comes in handy if you have a fast boot process.