With reference to Windows XP.

You can, of course, as advised in various forums, create a quit.cmd file in which to write all the necessary scripts, put a shutdown at the end and run it every time to turn off the PC. It is possible and so, but I see a more elegant option with group policies :
\
\
gpedit.msc

The Group Policy Management Console has started. It needs an item:

\
Windows \
(/ )

And here, in the “Logout” item add the desired scenarios.
')

Behind

You do not need to remember that to exit you need to run the file, it starts independently on exit. Elegant, beautiful, unobtrusive.

Vs

The method with the manual launch of the script allows unprivileged users to hang up preliminary actions at least with a simple logoff. Group policies for the unprivileged are not fully accessible.

Additionally

• Execute batch file before logging in