ms dos start

Depending on your version of windows if you hold down the control key while booting it will offer a step by step confirmation for each stage of the boot and you can say no at the windows bit...

F8 will bring up a boot menu (keep hitting it just as windows is starting). If you're using win95, I don't remember for sure what F8 does exactly but if it doesn't work I believe that F5 would do exactly what you want (F5 in dos skipped autoexec.bat and config.sys, btw)