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This policy determines which accounts can use a process to keep data in physical memory, preventing the system from paging the data to virtual memory on
disk. On 32-bit operating systems, setting this privilege when not using AWE can significantly impair system performance.
Although not required, we recommend locking pages in memory when using 64-bit operating systems.

Use the Windows Group Policy tool (gpedit.msc) to enable this policy for the account used by SQL Server 2005 Database Engine.
You must be a system administrator to change this policy.
For a table that lists the maximum server memory values, see Memory Architecture.
To enable the lock pages in memory option

On the Start menu, click Run. In the Open box, type gpedit.msc.
The Group Policy dialog box opens.
On the Group Policy console, expand Computer Configuration, and then expand Windows Settings.
Expand Security Settings, and then expand Local Policies.
Select the User Rights Assignment folder.
The policies will be displayed in the details pane.
In the pane, double-click Lock pages in memory.
In the Local Security Policy Setting dialog box, click Add.
In the Select Users or Groups dialog box, add an account with privileges to run sqlservr.exe.

Article MSDN

Article MSDN, comment ensuite terminer l'activation de AWE