Try pressing F12 at boot (may need to tap it a few times during boot to time it correctly). That should bring up the boot menu. Select Windows Boot Manager and see if it boots to Windows.
If that does work, it's a one time fix. Still need to go into the BIOS and change the boot order permanently.
If it doesn't work, then there is a problem with Windows Boot Manager that will need to be fixed.
I know in some Dell BIOSes (Aptio Setup Utility = BIOS) when changing the boot order, you have to press a function key (F7?) for it to accept your changes. The key to press should be denoted on the screen while changing the order. If you don't press that key, it will revert your changes. This seems like what is happening to you. You can tell by re-opening the boot order window after making your changes. If you did it right, they will be changed, if not they will be what they were before.
After changing the order, you then have to Save and Exit the BIOS for those changes to take affect.
There is some help for the BIOS in the Service Manual available here:
https://www.dell.com/support/home/en-us/product-support/product/alienware-m17-laptop/docs
If that does work, it's a one time fix. Still need to go into the BIOS and change the boot order permanently.
If it doesn't work, then there is a problem with Windows Boot Manager that will need to be fixed.
I know in some Dell BIOSes (Aptio Setup Utility = BIOS) when changing the boot order, you have to press a function key (F7?) for it to accept your changes. The key to press should be denoted on the screen while changing the order. If you don't press that key, it will revert your changes. This seems like what is happening to you. You can tell by re-opening the boot order window after making your changes. If you did it right, they will be changed, if not they will be what they were before.
After changing the order, you then have to Save and Exit the BIOS for those changes to take affect.
There is some help for the BIOS in the Service Manual available here:
https://www.dell.com/support/home/en-us/product-support/product/alienware-m17-laptop/docs