Windows XP run a task at shutdown

How can I get a batch file to execute when the Windows XP machine has been ask to restart or shutdown?

In other words, If the user presses Start-Shutdown or Restart, I want a specific batch file to execute. This batch file clears all the documents and text files that have been save to the desktop. The reason why I can’t have it run on start up is in case the machine freezes, then I don’t want to delete the files.