Build-In Network card uses CPU resources?

All use some weather built-in or other wise. Most built-in are controlled by the bridges. On XP you can look at the system process.

What is bridge?
I just used to play online games while downloading from ISP ftp @ 400 KB/s or more so curious if this affects my fps alot, when i was wathing at cpu usage @ idle it was like 20% when downloading 400 KB/s

It really depends on the built-in ethernet chipset being used and the drivers.

Most built-in ethernet chipsets from 3Com, Marvell, Intel, or those integrated into nVidia nForce chipsets use minimal CPU power as the chipsets offload much of the IP and ethernet functions.

Like sturm mentioned, if you have a recent machine, even a lesser chipset will have negligible impact on your CPU.

More likely, like Folken mentioned, it's *other* software like Anti-Virus software and software firewalls that eat more CPU cycles (AV software) or slow down the network to process/inspect each IP packet (software firewalls) via the CPU. Even these types of software have only a small impact on newer 2GHz+ computers.