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Do you mean you can get in the BIOS-setup or in the Windows Setup-menu (like Start normal, start in save mode etc).
To get into BIOS, upon starting your PC, as soon as it beeps, press the DEL (or try F1, F2, F5 or F10) key. In your BIOS, look for a tab "Boot" or something. You get on-screen instructions in the BIOS on how to change the settings.