Chkdsk doesn't always come back after every improper shut-down, it seems like it used to so it might be an issue with one of the recent service packs. Is your only concern that it doesn't run check disk or is there another issue that you're trying to fix with chkdsk?

You might read this site for information. Chkdsk is normally run at each startup.

If it does not run automatically, can you run a checkdisk and it work properly that way? Or does it not run at all?

He said it runs and doesn't generate any errors. As far as we know the only problem is that it doesn't load when they system shuts down improperly, but there might be another issue he's trying to resolve, I'm not sure...

If you're not a He, I'm sorry. Couldn't tell from the name.

It doesnt run on any of my XP home machines, if i dont shut it down properley. However, it does on my Server 2003 and Windows 2000 machines

I think irs supposed to be like that on XP by default.

Aw, heck.. I somehow missed adding the link in my earlier post. Comes from being on a slow connection - I don't always wait to read the post I just made.
http://support.microsoft.com/kb/218461
You could glance at this key in your machine to see if it reads as this one:
HKLM\System\CurrentControlSet\Control\Session Manager\ BootExecute:REG_MULTI_SZ: autocheck autochk *
The site above indicates how other entries affect this key.

Dear all,
Thank you for your post. I was in a business trip and my PC was not available, so excuse me not to reply in time. I looked at Hkey_local_machine\System\CurrentControlSet\Control\Session Manager\ BootExecute:REG_MULTI_SZ: autocheck autochk * and found its value is (autocheck autochk *)
And yes I have other problems and that my PC restart automatically from time to time, and when it restarts CheckDisk does not start automatically . I could not fix the problem yet, I disabled automatic restart on system failure from the advanced start up options and I will wait and see. I measured the out put of my power supply and found all OK. It worth saying that I have 2 PC's both are XP SP3. One of them runs CheckDisk when the system shuts down improperly and the other does not, which may indicate further problem.
Best regards

Well my PC showed at last the blue screen and I could read the error which showed: ( A problem has been detected and windows has been shut down to prevent damage to your computer ..etc)
Technical information :
*** STOP : 0x0000008E ( 0XC0000005, 0XBF92649C, 0XB761AC30, 0X00000000 )
*** Win32k.sys – Address BF92649C base at BF800000, Data Stamp 475007D3.
After that I inserted my windows cd and rebooted and selected the Recover console and ran chkdsk c: /p, after it finished it reported that chkdsk found one or more errors on the volume. I exited Recovery console and rebooted, then checked event viewer, unfortunately I did not find any event timed when and my PC showed the blue screen.
Any advise about the stop error would be appreciated.
It worth saying that I waited for several hours till the error occurred, however when it occurs the once it will occur again and again and the interval becomes shorter every time.
Best regards

This BSOD message is an IRQ issue (if memory serves) It can be either defective memory chips, or an IRQ setting conflict. Google win32k.sys BSOD and you'll find a host of information on the subject.