I'm able to boot up into the Advanced Boot options but nothing you mention is not available. Computer is Lenovo R60 and with pressing ThinkVantage button I came into Startup Interrupt Menu which offers me three options:
ESC to resume normal startup
F1 to enter the BIOS Setup Utility
F12 to choose a temporary startup device
With pressing ESC it's happened the same as before (picture that I sent).
With pressing F12 I came into Boot Menu which offers me to boot from hard drive, CD or PCI LAN.
With pressing F1 I came into BIOS setup and there offers me many, many options.
That's all.