is it happening even after you replaced the original memory module?
Something i found on the net
You can set a policy to clear the paging file on shutdown, which by my count can
add up to 45-60 seconds to an XP shutdown stopwatch.
Check your system for such a policy:
Control Panel>Admin Tools>Local Security Policy>Security Settings>Local Policies>Shutdown:
Clear virtual memory pagefile. To NOT have this policy in effect, setting should
be "Disabled."