Boot options with Bluetooth keyboard

I have an Intel iMac that came with a bluetooth keyboard and mouse. There are a variety of options that can be used when you boot the Mac, such as hold down the C key to boot from a CD/DVD, hold down the option key to choose the boot drive, etc. When you have a BT keyboard, it doesn't connect until it is booted. How do you get the iMac to recognize, say, the Option key?