Win2K deleting paging file at shutdown

Running Build 2195 of Win 2000 Professional. Ran fine for long time, then I noticed that my paging file gets deleted when I shutdown. At restart, the system tells me I have no paging file and creates a 20mb one. As I use the system, it asks if I want to resize the paging file. No matter what settings I set in system properties, it always does this. I checked the registry setting and it is not set to erase the paging file at shutdown. I have plenty of free space on a two partion drive. I have tried logging on as a user and a local admin.