The Intel Compute Stick does not have that Boot Menu built into it. Looks like you have a stick from another manufacturer that may look similar to Intel. Can you post a picture of the actual stick so we can compare it?
Here is what the Intel branded 1st Gen Stick looks like.
Here is what the 2nd Gen Sticks look like:
This message was posted on behalf of Intel Corporation
Our Intel® Compute Sticks do not support dual boot configurations, they have only two options; a pre-installed operating system or install the operating system from scratch. Here you can find the models available from our end; Intel® Compute Stick Product Specifications, hopefully you can recognize yours.
MrMitch, thank you for the help.