When your computer is first booting up and before it goes into Windows there are a number of things you can do.

You can watch for memory recognition as suggested. Hit the PAUSE key should freeze the computer until a key is pressed.

Depending on machine, certain keystrokes will get you into the BIOS. As suggested, most often DEL key.

F8 after BIOS and before Windows boot will (or should) bring up Windows Boot Menu. I believe it's F8 on WinXP.

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Codifex
1981 240D ChinaBlue (Got her running with a donor engine.)
1983 300DTurbo w/sunroof.
1984 300TD manual sunroof. (Electrical Gremlins)