Sounds like you're on the right track. If you didn't know this already, you can hit CNTL-ALT-DEL, once, and a menu should pop up on your desktop. This should reveal all the background applications that are currently running on your pc.
The only 2 that you'll need running is "systray" and "explorer." If you're running memory managers, anti-virus programs, etc., this will create game lag.