First off, why is this important? The paging file is a cache of information that is offloaded from your system when it needs to move stuff around. This can be both programs and data. The important part here is that it can be data. Normally you don’t need to worry about this and as you turn off and on your computer it automatically handles all of this information. The paging file has been tweaked and modified over the years and functions very efficiently with all the Windows defaults. The one problem that it can cause is for people who deal with sensitive information. While the defaults work great it still retains information when you shut down your computer. So if your information requires you to do things like clearing cache and history then you are missing something if you do not also clear the paging file.
This fix will help with security but, as with anything like this, the drawback is that it slows down the shutdown process. This is due to the fact that it needs to perform the clearing of the paging file before it shuts down.
If you want the quick fix you can go to Microsofts Fix It. (it appears that the Fix It solution is no longer available). Or, if you are a do it yourselfer, here is the registry edit:
ClearPageFileAtShutdown = 1
If the ClearPageFileAtShutdown does not exist create it using DWORD 32Bit).
If you want to set it not to clear the paging file, then you can just change the value to 0.