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Disclaimer: I’m not an expert but I’ve tried this on my own laptop. This site cannot be held responsible if anything happens to your computer after performing these steps.
At every shutdown, Windows XP will clear your paging file of its content for security purposes. Temporary files and data are usually stored in this paging file, so Windows will clear it every time its shuts down because sensitive data are stored in it. Clearing the paging file slows down shutdown time. So, if you don’t really need that much security, you can leave it as it is. I used my MS Windows XP Home Edition SP2 for this demo:
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