When you choose to shut down your computer using the dedicated button on the Settings Charm (Windows 8) or Start menu (older versions of Windows), the operating system is able to close files and applications before turning your PC off, ensuring no files are currently being transferred or edited. If you don't do this, you run the risk of corrupting data and damaging files.
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One of the less harmful effects of improperly shutting down your computer is that you may lose program settings you've put in place. If you were editing the options in an application and didn't save the configuration, these changes will be lost without a correct shutdown procedure. Closing programs before shutting down the PC ensures that any changes you've made to the options are stored in the Windows registry or application settings file and will be in place next time you launch the application.
Improperly shutting down your computer doesn't give your open applications a chance to save any files you have open, so recent changes to these files will be lost. Many applications create temporary documents to store data while files are being worked on, and unless the official shutdown routine is followed, these temporary files might not be properly cleaned up and removed. This adds to the clutter and redundant data on your hard drive, and slows down the operating system.
If files are being transferred or edited when the computer is improperly shut down, this can cause data corruption, locking you out of your files or damaging the information contained within them. If a key Windows file is corrupted, then your PC might refuse to boot normally, or start becoming more unstable. Files on external USB or hard drives can also be corrupted in the same way, as can hardware drivers if you were part-way through installing a new device.
Another harmful effect of improperly shutting down your computer is that partially installed updates are not fully applied. This can in turn block further updates from being installed successfully. The problem can occur with Windows itself, preventing Windows Update from running normally in the future, as well as any of your installed applications -- if an anti-virus definition file update is aborted half-way through, for example, then this can cause problems when updating the program in future and leave your system more vulnerable to security threats.
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