that Windows hasn't loaded the drivers at the stage where you need to select safe mode, but don't worry, you can still start in safe mode, and here's how (for Windows XP):-
Close all running programs.
Click Start, then Run and type: MSCONFIG in the box. Click OK
The System Configuration Utility appears, On the BOOT.INI tab, Check the "/SAFEBOOT" option,click OK and Restart your computer when prompted.
The computer will automatically restart in Safe mode.
Do what you need to do.
When you've finished, open MSCONFIG again, and on the BOOT.INI tab, uncheck "/SAFEBOOT" and click OK to restart your computer.