For added security you should always clear the page file upon shutting down your computer. Windows uses this file as extra ram. Lets say that you are working on a confidential MS Word doc.
When you load this document it is loaded into ram. To save ram windows places certain items in the page file. The page file can then be opened and the document can be extracted as well as any other open program or files. However Microsoft has implemented a feature that will clear the page file but they do not have it enabled by default. Please note, this will slightly increase the amount of time it takes to shut down your computer but it is well worth it.

Start Regedit.
Navigate to

HKEY_LOCAL_MACHINESYSTEMCurrentControlSetControlSesssionManagerMemory Management

Select ClearPageFileAtShutdown from the list on the right.
Right click on it and select Modify.
Change the value to 1 to enable.
Reboot your computer.