OK, let me try to explain about your "BIOS bootloader".

In your BIOS you select the DEFAULT device to boot from. At the POST screen you see a message that says "Press F12 for Boot Options". This ONLY lets you to TEMPORARILY change the boot device.

In order to boot a device, the device still needs to have some type of boot code(MBR). Wether it be GRUB, LILO, isolinux/syslinux, etc. If the device you're trying to boot from doesn't have any boot code, it will not boot.