The Default CFE is fixed so that the boot HDD is on the SATA port 1 and the optical drive is port 3; while they may be numbered differently, looking from the top with the front to your left, the 2 ports closest to the rear of the computer are for the primary HDD (closest to the top) and the one just beneath is the optical drive -- mine is a BD for use with Linux. I am away on business without my MB in front of me, but that is the way I recall it.
While you can rewrite the pop-up menu in the CFE for choosing drives from which to boot, I would wait until you have a working install. Just seems easier that way.
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Thank you guys.
We have read installation manual [X1000 Quickstart guide] and found that HD and CDs needs to be connected to certain places on board! Finally installation of OS4 started and now it is done

Currently it is booting via CF Card, I suppose we will fix CF menu soon. Thank you very much for your help!