Like Whiz said, It is, in most systems, a bios setting. In addition to the keys he listed, I have seen the "Esc" key, the "Del" key and even an "F2" key being the entry point into the BIOS. When you come up from a cold start or a restart, look closely at your screen. The correct key for your system should be shown for a second or two. Most likely it will be telling you what key to hit to enter "Setup" mode. It will not say "BIOS" unless you have some other BIOS that I have not run across.
Just be sure to only change the Power setting for power failure restart. There are probably more than a hundred different BIOS's in use and every manufacturer may change the exact name and how you get to it. Just read many times BEFORE changing once. Do not make any other changes unless you know exactly what you are changing and why. Once you make THE change you will have to save the new setting in BIOS and then restart.
I have seen a one or two systems where the option wasn't offered but those, as near as I recall, were on laptop systems and it was only one or two times. I would think that in a laptop it would only apply if both the AC adapter or docking station failed and the internal battery was totally dead or removed. There may have been more but I wasn't really looking for or paying attention to that setting.
