I had trouble going into the Lenovo x240 BIOS. It turns out the issue has to do with the new way WIndows 8 shuts down. In Lenovo's words: "By default, a Windows 8/8.1 shutdown is not a real shutdown"
So, instead, you need to use restart instead of shutdown (and then power on the laptop). Alternatively, you can also force a real shutdown (Press and hold the shift key while selecting the shutdown option)
Windows 8 took quite a bit of getting used to. For me, the key is the just ignore the metro interface completely, and set Windows to go straight to desktop. You do that via an option in the Taskbar properties' navigation tab. (See method 2 here: http://www.wikihow.com/Go-Straight-to-Desktop-when-Windows-8-Starts-Up)