When you shut down your NT machine, the pagefile retains anything that was stored during its last access. This can be a security problem if someone gains access to the page file.
To make the inactive pages in the page file fill with zeros, make the following change to your registry:
[HKEY_LOCAL_MACHINESystemCurrentControlSetControl Session ManagerMemory Management] "ClearPageFileAtShutdown"=dword:00000001
Note: Please remember that editing your registry is potentially risky; always have a verified backup before you begin.