Shutdown Scripts

[simplythebest]

I had the problem with the "System Configuration Utility" message coming up on reboot every time I use it to make changes.

So I downloaded this script http://www.dougknox.com/xp/scripts_desc/xp_nomsconfig.htm

It has this code:
On Error Resume Next
Set WshShell = WScript.CreateObject("WScript.Shell")
WshShell.RegDelete "HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Run\MSConfig".

It works great, but I sometimes forget to click on the script.

So I used gpedit.msc to put this in the SHUTDOWN scripts.
Doesn't work. I tried STARTUP, and even LOG on/off areas.

Is there any way to make this script run everytime I shutdown windows?
thanks for any help.