Meh, there are at least three people registered on this site who are tragically close minded when it comes to fiddling with tech, given none of them have posted as to *why* it's a stupid question from a technical perspective.
I suppose it is a bit much to hope that a Windows + Bing device would allow alternate installs, but apparently the option to boot from external media is there in the BIOS - it just doesn't seem to work properly. You'd think if they wanted to bar it, they'd remove that option (and only enable manufacturer specific devices to boot off a whitelist) rather than have it there at all.
Suppose it might explain the cheapness - limited developer time for detail stuff.
Anyway, suppose I'll have to wait for that cheapy Linux tablet fiddly experience thingy. No hardship...