How does one restart in Safe Mode with Windows XP. There's no provision for it.

The "help" explanation says to restart in Safe Mode one must select from a
drop-down dialog box and press F8. There's no drop-down dialog box.

When I click "Start" then "Shut down computer", the dialog box that appears
gives only 3 options:
Standby, Turn off, or Restart

Can anyone offer some wisdom, please?
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SPQR