How can I get rid of the "water hammer" our pump makes?

When our well pump stops, it rattles the pipes with "water hammer." The pressure switch was just replaced and is set correctly, the air pressure in the Well-trol WX-203 tank is correct and holds, although I suspect it isn't holding the amount of water it should (pump runs too often). None of the faucets in the house hammer when closed quickly.

Rich
April 2006