The swap file is a file which your computer uses on the hard drive that acts as virtual memory. Whenever Windows does not have enough actual memory to do what it needs to do, it uses the swap file. In some instances, people may want to delete the swap file whenever they shut down their computer. For instance, if the work you are doing is sensitive, you might want to do so as somebody with knowhow could read your data from the swap file. To enable this in XP, do the following:

1. Navigate to HKEY_LOCAL_MACHINE > SYSTEM > CurrentControlSet > Control > Session Manager > Memory Management
2. Select ClearPageFileAtShutdown from the list on the right.
3. Right on it and select Modify.
4. Change the value to 1 to enable.
5. Reboot your computer.

Note that this will significantly increase the amount of time it takes to shut down your computer.