Thank you guys for your fast answers. The laptop is a brand new Samsung NP510RSE-A01UB. It just has been purchased two days ago. My daughter gave it to me to set it up so that she can send it in Europe as a gift for a cousin.
When I first started it, I was able to boot from my custom Spotmau 2012 USB stick (I've combined Spotmau 2012 and Acronis HE 2011 a couple of years back), by disabling "Secure boot" and changing to CSM OS. However, booting with the Spotmau USB showed the drive as unformatted (probably because of the GPT partitions). In the process of setting it up, I've updated the firmware from Samsung. After the firmware update, it doesn't want to boot anymore when CSM OS is selected, but displays this message:
"All boot options are tried.
Press F2 key to enter Setup, or any other key for next boot loop iteration."
Pressing F2 brings me back into the firmware setup, pressing any other key brings back the same message. In the Setup, under Boot I have "Boot Device Priority", "Touch Pad Mouse", "Secure Boot", "OS Mode Selection", "Internal LAN" and "Smart Battery Calibration". Unfortunately, under "Boot Device Priority" there is only one non-selectable entry (in black not blue) named "Boot Options Priorities". Under "Secure Boot" I have "Enabled" and "Disabled". When "Disabled" is selected, the "OS Mode Selections" shows up, with three options, "CSM OS", "UEFI OS" and "CSM and UEFI OS". On the last two options, the laptop boots into Windows 8 from the hard disk, ignoring anything connected to the two USB 2.0 ports or the single USB 3.0. There aren't any other boot related options anywhere in the "Advanced" or any of the other menu options.
This Samsung laptop doesn't have a dedicate volume button, like the Surface, except for the combination Fn + F6 or F7. Pressing F12 at boot time brings me into the Setup not a Boot menu (Setup is also entered by pressing F2). Any other keys are not active at boot time.