it's not only <img src="/ubbthreads/images/graemlins/div.gif" alt="" /> but a lot of other games to, it's called the "Message pump" only used in games, i continiously polls the system for messages and if there are none, then it performs calculations which are very intense for the CPU.
BUT, you could implement a "active" state in the game and if the game is not active, the the message pump switched to a normal polling mode.