Faster XP : Clearing the Page File on Shutdown

Click on the Start button
Go to the Control Panel
Administrative Tools
Local Security Policy
Local Policies
Click on Security Options
Right hand menu - right click on "Shutdown: Clear Virtual Memory Pagefile"
Select "Enable"
Reboot

For regedit users.....
If you want to clear the page file on each shutdown:

Start Regedit
Go to HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\Session Manager\Memory Management\ClearPageFileAtShutdown
Set the value to 1