I have solved the problem. I will be keeping this open for anyone else with the same issue, the way they have the BIOS for the Alienware R6 is very stupid. This tutorial solved the problem for me.  
Hello, I just bought a new M.2 NVMe drive to use to boot/store programs I want running fast, and to keep my HDD as my main storage drive. When I go into the BIOS there is no option to change my boot drive? How would I do this? If you need any clarifications, I can answer questions/send pictures.
Aurora R6, how to change new M.2 to boot drive in BIOS?