I found the following in this MS article:
http://support.microsoft.com/default.aspx?scid=kb;NL;q245411
Windows ME:
Click Start, and then click Run.
In the Open box, type "msconfig" (without the quotation marks), and then click OK.
On the General tab, click Selective Startup, and then click to clear the following check boxes:
Process Win.ini File
Load Static VxDs
Load Startup Group Items
Load Environment Variables
Click OK. When you are prompted to restart the computer, do so.
When the computer restarts, you will get a window that says
"you are using selective startup for troubleshooting".
This is a reminder that you have made the changes in step 3. Click OK.
So apparently this is a generic ME reminder.
Greetz,