Thankfully, Windows XP tends to be more stable than Windows 9x and has better memory management. Never the less, it's still helpful to keep an eye on your CPU usage.
You can keep the CPU meter from Windows Task Manager running in your system tray all the time. To do this:
1: Key Control/Alt/Delete to open the Windows Task Manager.
2. Click "Options" and then check "Minimize on Use" and "Hide when Minimized."
3. Click the "minimize" button rather than the "close" button and the little resource meter will stay in your system tray and let you see how hard your processor is working.
Hold your mouse over the icon to see the actual percentage of resources being used. Click the icon for quick access to the Task Manager.
Hope this helps.