As long as you don't have a bootable CD/DVD in the drive when you boot, it doesn't really matter.
I generally leave the first boot device set to the optical drive, but you may be able to cut a couple of seconds off of your boot time by switching things around to make the hard drive the first boot device, after you've finished installing your OS.
The years just pass like trains. I wave, but they don't slow down.
-- Steven Wilson