Why do I receive the message DUMPRREP.EXE when I shut down PC (XP and Home) ?

dumprep.exe forms a part of Microsoft Windows XP (and later versions), in-built fault logging software. Upon serious errors this program will write the details to a text file and request the information be sent to Microsoft. This program is a non-essential system process, and is installed for third party use

should I worry about the message when I shut down my PC?  

Assuming that you mean dumprep" and not "dumprrep", it appears to be a Microsoft tool called Windows Error Dump Reporting, or dumprep.exe.  
If it's continuously irritating you no doubt it can be disabled.  You need not worry about the message when you shut down your PC.

Details>
http://www.eddieoneverything.com/windows-xp/how-to-disable-dumprepexe-dump-reporting-tool-on-windows-xp.php

How to disable dumprep.exe:
<quote>  
Right click on My Computer, choose Properties from that menu.
Click on Advanced tab, 
Click the Error Reporting button.
Check the Disable error reporting box. You may choose to uncheck the the box below it, But notify me when an error occurs, if desired.
<unquote>

Great advice!!  
I also did the sfc scanner.  Took about 1 hour. But it simply completed without any dialog window with me.  Is that normal ?  Had there been a problem would I have been notified?

Yes that's normal, and it would have reported a corrupted file had it found one.

I feel that I should object on this. The customer asked WHY he was receiving the message; he WAS NOT asking for the definition of Dumprep.exe or How To Disable it. I do not wish to ruffle any feathers but it is a matter of fairness regarding which answer is addressing the question. This is just my opinion and no pun intended to anyone.
He later asked if he should worry about this and again, it's a matter of fairness on "who provided the most accurate and complete answer" regarding the question.
And yes, I know the saying "... Who said the world is fair....."

BitsBytesandMore - I agree with you.  If the Administrator is willing I would gladly relinquish my points and have them given to you.

Thanks.

Thank you tmasters2876, I appreciate your candor. I don't know what happened but as soon as we were notified that it was about to be closed.....it just got closed. The date of th notice was on 08/02 but I just got this notice today and replied immediately...the most interesting part is that when I replied the question was still open for objections and as soon as I replied it got closed......weird.

That's happened tome once before.  Not could figure out why, so I never pursued it further.  Hope that maybe they'll respond to our request, but if not I apologize.  I'll undoubtedly have a question in the further, and you'll probably be able to answer it for me and I will make due justice to see you get points for it.  Hope the day goes well for you!  Me, fixing Exchange database corruptions.  Yea!

Did you also get the "Notice for Comments" today?

No need to apologize on your part. Your candor and good spirit is more than enough. I'm very glad that this opened the door to get to know you better. We normally don't get this chance. Makes me feel that the points lost were actually not lost but rather  "well spent".

Thanks again.

I dug through the emails and did not see a notice for comments.  That is odd that you did and I did not.  I am glad too, to have met your acquaintance.  

As I stated in post: #a25042024 it is in my humble opinion that the post  #24780723 is the only one that addresses this customers' question. If anyone disagrees with this I will not argue it.

CoolleoMod,
Yes, on second thoughts i also agree with BitsBytesandMore that post #24780723 is probably the one that addresses the question in the best manner.
Thanks for the prompt action.

@ BitsBytesandMore,
Thanks ... your comments to the 'Asker' actually explains the dumprep.exe
situation very well ... and your enthusiasm is infectious  :)