I didn't say
you said it was wrong
. I often change something in MSCONFIG and when I reboot I get that message too, but I only receive it once. There's nothing wrong with the alternative start up. In this start up you just choose what to start up at a boot and what not. Everything necessary for Windows will start up. In a normal start up everything is loaded (unless you delete the keys offcourse from the registry but most users don't know about that).