On JKdefrag's website under the "Known Problems" they states that:
•Some data on an NTFS partition may become corrupted after you restart a Windows XP-based computer that uses a SATA hard disk drive. This is not a JkDefrag bug but a Microsoft defragmentation API bug. Microsoft have fixed this in XP service pack 3. Also see: Bugfix 941715
This is the problem occurs to me. My scan progress still continues, after it finishes i will let you know what happened. Thank you for your help again.
Note:Although I had installed Windows XP with Service pack 3, its so interesting how it would happened.