Start Registry Editor and navigate to the following key:
[HKLM\SYSTEM\CurrentControlSet\Control\SessionManager\MemoryManagement]Set ClearPageFileAtShutdown value to 0
Or, using Group Policy Editor [for Windows XP Professional]
Click Start, Run and type Secpol.mscClick Local Policies Security OptionsIn the right-pane, set Shutdown: Clear virtual memory pagefile to Disabled