This happens because during the shutdown process, the contents of the virtual cache are written to the destination device.
If device is an Integrated Drive Electronics (IDE) hard disk, data may be written to the hard disk's onboard cache but not to the disk itself. When this occurs, the data is lost from the cache when the computer turns off.
To prevent it,
1. Disable Advanced Power Management (APM) in the computer's basic input/output system (BIOS)
OR
1.Start Registry Editor ( type regedit in Run).
2.Locate and click the following key in the registry:
HKEY_LOCAL_MACHINE\Software\Microsoft\Windows\CurrentVersion
3.On the Edit menu, point to New, and then click DWORD Value.
*img357.imageshack.us/img357/5698/sgphoto200601080959473qp.th.png
4.Type CacheWriteDelay to name the new value, and then press ENTER.
5.Right-click the CacheWriteDelay value, and then click Modify.
6. Under Base, click Decimal
7.In the Value data box, type 2000, and then click OK.
8.Quit Registry Editor.
Shut down and restart the computer. Permit Windows to finish running ScanDisk and wait for the Windows desktop to appear. Then, shut down and restart the computer again.
This should solve your problem.