That is the correct method and only method that I know off. The only thing I can think off is try Holding the "Alt" key and repeatedly press the "F12" key. This has to be done before during or after the start up beep. Also It may help to let the system boot into windows then try and do a shut down. Once shut down then try so the system has started and shut down and should be able to boot with out checking settings in bios a couple of times and should start first attempt.
Just keep trying and you will get it. Another thing you can try is "Ctrl" +"F12" this will restore main bios from back up. It will ask you are you sure you want to do this. You dont have to just try the key sequence and see if you can boot to that.
Make sure usb keyboard support is turned on.