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Executing the Windows XP system restore operation without the proper precautions results in loss of geographic data.
The Windows System Restore operation allows for a PC to be rolled back to a previous state if a problem has occurred with the operating system.
This poses a potential problem for data stored in the shapefile format. The SHX file extension, which is one of the required components of a shapefile, is on the list of files monitored for the Window system restore operation.
Any file that is on the monitored list is rolled back to the state it was in on the restore date. This can potentially result in problems using shapefiles after running system restore.
For example, a shapefile created between today and the restore point cannot be opened in ArcGIS after the Windows system restore has been executed because the SHX file is deleted during the restoration process.
Backup all data prior to executing the Windows XP system restore, specifically data that is stored in the shapefile format.
It may be possible to recover the damaged shapefile data. See the link in the Related Information section below for more information on salvaging a corrupt shapefile.