Firstly it's not necessarily F12, one of mine is F12 and the other F11, it
depends on the BIOS manufacturer.

But I suspect that's a red herring anyway, Clayton isn't asking how to boot from
CD but how to boot from a second hard drive.

The select boot drive key, F12 or F11 or whatever it happens to be, does allow
you to select which hard drive, but a more elegant way is to let Linux do it for
you via its GRUB menu.

Install Windows first: it's very rude and if you install it after your other
system it will simply assume you couldn't possibly have anything else and wipe
out the GRUB menu.

Then install Ubuntu, and it should just automatically work out where Windows is,
and boot into GRUB allowing you to choose Windows or Ubuntu each time. If it
doesn't do that for any reason there's the F12 key to fall back on.

(Later you can find out how to configure GRUB to make it pretty, and select a
default boot so you don't have to hit a key).