Boot Camp OS startup selection not available with Windows Alt

I am using iMac (Yosemite) and Logitech K800 wireless keyboard http://ift.tt/1h61LqC (specifically the Finnish version of it). When I press Alt on bootup, regardless of when I start pressing it, the operating system selection menu does not appear. I have tried 30 times, with different keys etc. No use.

Is it really impossible to go to the selection menu with a Windows keyboard?

I do have an Apple wired keyboard connected too. No problem with the Option key and selection menu appearing with that. I just don't want to keep the Apple keyboard solely for this purpose. If there is no other choice, will http://ift.tt/R7vcqB help me (are there any cons with that rEFInd, I've never tried that)?