Open windows task manager ( ctrl+alt+delete ) click on performance tab
Should show cpu and memory usage. On my XP system while typing this, CPU 2% PF Usage 175MB.
Click on Processes tab
This shows programs running with CPU and Memory usage.
Again mine shows 30 programs with only System idle process at 99 % all others at 00%
If anything is showing high CPU usage try highlighting it and click the "End Process" button.
Let us know how it goes and we can go on to next step and stop the offending program running.