While this doesn't preform the action on shut-down you can schedule disk cleanup to run regularly:
Open Task Scheduler by clicking the Start button , clicking Control Panel, clicking System and Security, clicking Administrative Tools, and then double-clicking Task Scheduler.* If you're prompted for an administrator password or confirmation, type the password or provide confirmation.
Click the Action menu, and then click Create Basic Task.
This opens the Create Basic Task Wizard.
Type a name for the task and an optional description, and then click Next.
To select a schedule based on the calendar, click Daily, Weekly, Monthly, or One time, and then click Next.
Specify the schedule you want to use, and then click Next.
Click Start a program, and then click Next.
Click Browse, type cleanmgr.exe in the File name box, click Open, and then click Next.
Click Finish.
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Schedule Disk Cleanup to run regularly
Also a few people prefer
http://www.pcworld.com/downloads/file/fid,83439-order,4/description.html
Smart Auto Shutdown automatically shuts down your computer and cleans up unneeded temporary files ahead of time, along with traces of your Internet use.
--Derek
Peterman Computers | Locally Owned and Operated Computer Repair Company Serving South Central PA.