I had the same problem on my Dell Latitude D820. My laptop was out of warranty period and the CPU fan had been clogged with lint so I'd had to remove the battery and pull everything apart to clean out the fan.
After I put everything together I'd inserted the battery and it had auto-started. I'd turned it off again, but had failed to notice a message about the fact that the settings had been lost giving me the option to enter setup or continue. It seems that by turning the computer off with this problem unresolved caused the laptop to enter a indeterminate mode where every subsequent time I turned the computer on I'd get the same message you describe "Invalid configuration information - please run SETUP program." with no options to press F2, etc.
After Googling all the forums I could think of I was thinking I was looking at an expensive Dell support call, but I decided to try to remove the CMOS battery which I'd noticed instructions in the Dell Latitude D820 Service Manual I'd downloaded from Dell earlier. When opened the cover to the RAM / CMOS-battery compartment I found the CMOS battery missing. It turns out that the Dell technician who'd done a repair about 18 months ago and had replaced the motherboard had not replaced my CMOS battery! Anyway by the time I put my main battery back in, the CMOS info had been fully reset again, and the computer auto-started and gave the more useful messages with options of continuing or entering setup.
This time I wisely chose to press F2 for the setup program, check the settings and save them and then everything booted successfully and my computer is working again.
I don't normally post on forums, but I setup an account to document my experience in the hope that it is helpful to someone else.