by far the best way is to create a partition on one of the disks (max of 4Gb in size) and allocate the pagefile to this partition alone.
This will mean that the pagefile will not get defragmented and reduces the fragmentation on the other partitions/disks.
Overall it improves system performance.
Best is to have one Page File as close to the beginning of your hard drive as possible. For a good discussion of the Page File ( location, optimal size, etc.) see:
The Windows XP Tweaking Companion at
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