Open the Group Policy Object Editor Console. Go to Start > Run…, type gpedit.msc and press OK.
Navigate to Computer Configuration > Administrative Templates > System and in the right hand pane, select the “Display Shutdown Event Tracker” setting.
Double Click this setting to open the Properties page. You are now given the option to leave it in a default state of Not Configured, set it to Always Enabled, Enabled for Servers/Workstations (Windows XP Pro) or Disabled completely (as the image below demonstrates).
http://www.windowsnetworking.com/articles_tutorials/Disable-Shutdown-Event-Tracker-Windows-2003.html