My system is a Gateway FX6860 U20 with I7 2600. I am familiar with the process of changing settings in the BIOS. I run (independently) from two separate identical spec hard drives and routinely go into the BIOS to change the boot sequence to the drive I want to boot. I wanted to try disabling hyper threading when I run FSX but I can find so setting for that in the BIOS. Under CPU the only settings I find are AES-NI, Turbo Boost, XD Bit, and Intel VT. I have entered the BIOS setup both ways that are indicated on the flash screen (Del key or F12 key) but both end up in the same setup menu. Is there some "mystery" key combo that gains access to a more complete BIOS setup?

You could try updating your BIOS to see if an updated version has the HT options. The first step would be to try to identify your motherboard (manufacturer and model) I'd suggest downloading and installing CPU-Z from CPUID it has a motherboard tab that should give you some info to start you off. From there you could go to the motherboard manufacturers website to see if they have a utility that detects your hardware and links you to the appropriate downloads.

It's an OEM system. They haven't given you the BIOS option. Try calling the manufacturer and see if perhaps they just labeled it something else and stuck it in a different spot in the BIOS.