Viper, I've been programming multitasking applications for nearly a decade now on various platforms. On a pre-emptive multitasking operating system, the program with the highest priority has the CPU. It has to 'release' the CPU to other apps by going into an idle mode (normally accomplished by waiting for an event). Windows default behaviour is to automatically boost the priority of a program in the forground and to reduce the priority of the program in the background.
A game can be as time consuming and power hungry as it wants. As long as there is an app wanting to do something at a higher priority, the game stops, regardless of how many messages there are.
As games normally run in Full Screen DirectX mode it's the forground application. To increase performance the thread it runs in is normally boosted to a high priority. When pressing ALT-TAB, the game should switch itself to a lower priority to not interfere with what you want to do in Windows. If not then it keeps on doing useless things.
