Error on start up

Each and every time I start my PC, message comes up saying
there is something wrong with software / hardware, and
option is given to come up in:

- Safe mode
- Safe mode with Networking
- Safe mode with command prompt
- Normally

I chose "Normally". PC comes up OK, and all appears well.
However, same messages appear at next start-up.
Why doesn't this go away ? How can I fix it ?