ANSWER:

You can modify bios configuration, set up boot order to only hdd, secure bios with password(but he can reset it replacing bios battery), and in linux you can secure grub with password. But you will have to put password every time you reboot your system (If you have KVM over ip it could be done). But the true is that if someone will have phisical access to your machine he can use a hummer, C4, chainsaw… etc. to destroy you data and computer. Even if you secure it with bios password he can replace HDD. In conclusion, if someone has physical access to a machine he can do all he want with it.

by B14D3 from http://serverfault.com/questions/389119