This is something that is really confusing me lately.
I've found that while I'm not in any games (browsing the internet, for example), Leaving Windows Explorer open starts to cause noticeable Lag while typing things into text boxes.
For example, I'll have a telnet client open, one instance of Firefox with no tabs, windows explorer, and Winamp open.
After about 10-15 minutes of this, I'll see noticeable latency between the time I press a key and until I see the letter I typed appear on the screen. Also, if I place the cursor at the beginning of the line and hold down the arrow key, it takes the cursor about twice as long to move to the other end of the line with very noticeable stops and starts in the cursor movement.
This lag ends immediately when I close Windows Explorer.
The only other program running at the time was AVG Free Version.
Other info:
OS: Win7 64-bit
8GB RAM
Phenom Quad-Core CPU
I've also had this without Winamp running, so it isn't just Winamp, and I don't see this lag when Winamp by itself is running.