What can I say - it is a Dell, what else can you expect.
Ok, Ok. Dell (like many proprietry types) have a number of systems where some of the BIOS and boot info is stored on the HDD and you need a special Dell utility to make any changes to that info. making normal BIOS changes wont affect this special data.
It appears that the overiding Boot instruction is in this data on the HDD and you will need to contact Dell to get the utility to change this 'recovery image' information.
The only otherway that I have seen work is to place the drive in a 'vanila' PC and use fdisk to delete all partitions and create new partitions and reformat the drive and create a new MBR. This usually blows away the Dell image, but it means you can not tweak the system as much as you used to be able to with the Dell specific utilities.