The solution you are looking for will be found in the Windows XP Policy Settings:

Go To Run: Type in MMC, hit enter

Console 1 appears, select file, add/remove snap in

Click Add, then select Group Policy Object Editor, add finish etc...

Under Console Root goto: Local Computer Policy -> Computer Configuration -> Windows Settings -> Scripts -> Shutdown

This is where you will add your VB script.

As long as Windows recieves the command to initiate a shut down, it will always include scripts in this locaiton.

Hope this helps....