The boot order is just that - the order in which the "bootable" devices are checked for operating systems. If you ever need to boot from a CD or DVD, or maybe even a floppy disk (remember those?), you may need to change the boot order in your BIOS configuration utility.

Changing the boot order in BIOS will solve the number one reason why you might run into problems booting from something other than your hard drive - a boot order with the hard drive listed first. Luckily changing it is very easy once you get into BIOS.

Here are some related how-to's you might helpful too:

What is a Boot Order?
How to Boot from a CD or DVD
How to Get Into BIOS