There's a hidden file in the root of your boot drive that not many people know about, called "boot.ini". It controls what happens at boot time. In the past the thing to do was to edit this file manually, but that's no longer necessary.
Right click on My Computer, and select Properties. Now click on the Advanced tab. In a section labeled Startup and Recovery click on the button labeled Settings. You should now be looking at a dialog like this:


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