What do you mean "as an option?"
If windows crashes and the machine either reboots itself or you do a power boot (unplug it, or press in the power button until it shuts off), when you start it up again, you may get presented with a black screen that says Windows did not shut down normally" and then it will give you options like going to command prompt, or start in safe mode, or start windows normally. This would also happen if the machine was running and the power went out.
If you normally power down to either sleep mode or totally shut down, and this is happening frequently when you power up again, something's wrong.
You could try doing a System Restore back to the most recent restore point that was created prior to this starting to happen.
If it keeps happening after that, it may be a hardware problem.
But it's hard to tell from your post what you are actually seeing. You need to describe a sequence.