How much "stuff" do you have running? Programs like Napster or the DVD players that stay in the system tray (the icons in the lower right corner) are using memory to remain active even if you aren't actively using them. Sometimes Java will fail to close properly and remain an open process that the computer is trying to shut down but can't. You have to force it from Task Manager. That's where the Processes tab comes in. If there is a program hung up or that you know you aren't running look for it there and shut it down. Most of the time it's pretty obvious.
DO NOT shut down explorer.exe!!!!! That runs the whole show. iexplore.exe is Internet Explorer and would be OK to stop if it's hung up. Look at the memory column. If you have 3GB of RAM but you're running 6GB worth of processes the computer has to use the hard drive for the extra space. Loook at the Performance Tab and see what the difference is between Physical Memory and the Available Memory and Cache together. They should never be close or equal. If the drive is running constantly and performance sucks the easiest solution, add more memory. Some machine can do that others can't, no physical space for more or the board can't process it. Windows Vista Home is limited to 3GB no matter how much is on the board, at least the earlier versions.
Only run one anti-virus at a time. Adding an additional Spyware is ok but if it does both tasks it may compete and crash the system.
Also be aware that most computers, especially Dell and HP/Compaq, have what's known as "bloatware." Almost all of the HP service or "system health" programs are extra and use a lot of processor power. They can be deleted but you have to be careful some are cross linked to other stuff to actaully run better.
Some programs that automatically update can drain a system while getting the update. If it doesn't complete the task it will keep trying until it does. Anti-Virus software is bad for it but the absolute worst I have seen is Google Toolbar. My wife's machine loads it every couple of months from Facebook and the following week it has crashed the machine. I delete it and things are back to normal until the next time. If I could only block MySpace and Facebook life would be grand! (Well I could but the wife and kids would be unlivable after that

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Dammit!!! I'm sounding like one of THEM. I'm not a programmer. I'm not a programmer. I'm NOT a programmer. I AM a Programmer Herder! Like herding cats, only more stressful