When you shut down the computer:
Check Boinc Manager - make sure all running Tasks have recently checkpointed.
Suspend all tasks (Snooze Boinc works).
Wait at least 60 seconds (especially Vista).
Note if hard drive is still being written to (lights flashing, sounds, etc.), and if so, wait some more.
Shutdown (or Hibernate -- but may have problems with some of latest Boinc Managers).