The more programs you have running simultaneously the less system resources you have to focus on your current application, in this case the game. To check your system resources Right Click on My Computer and select Properties. See the number next to system resources? Now open a few programs such as Microsoft Word, perhaps a CD player, an email program and so on. Now look at your system resources. Depressing eh?
The answer to this question is to achieve best performance do not run any other programs during game play.