A program may be taking so much of the processors available time that other applications are failing, acting erratic or hanging. Anti-virus programs are a common CPU hog, and if poorly written can cause all sort of odd behavior. Even some of the big names have problems with taking too much CPU bandwidth, especially if a deep scan is underway.
If you know the offending program, turn it off via the program's own controls.
You can also see program hogs using the Task Manager. To bring up Task Manager, press Ctrl-Alt-Esc. There are several alternative ways to bring up Task Manager, such as pressing Ctrl-Alt-Del and selecting "Start Task Manager" (7/Vista) or pressing the "Task Manager" button (XP).
Select the Process tab to see all the items running on your PC. The CPU column shows items that are consuming processor time. Anything over 40 is a heavy CPU user, except for the System Idle Process.
You can sort the list by clicking on any heading, such as the CPU heading. The first click will sort from lowest activity to highest, so you'll need to click the CPU heading a second time if you want to view the heaviest users at the top.
If you identify a process to kill, select the item and press the End Process button.
Avoid ending any process you are unsure of what it is, including Windows system processes, or you may kill Windows itself!