Go to Start > Run and type "regedit" (without the quotes). When the registry editor opens expand HKEY_LOCAL_MACHINE down to HKEY_LOCAL_MACHINE\Software\Microsoft\Windows NT\CurrentVersion\Setup\RecoveryConsole
Note that you are in Windows NT, not Windows. Now double-click SetCommand in the right pane. (Mine has already been edited; yours will have REG_DWORD Data value of "0x00000000 (0)" for the SetCommand).