unknown program stuck in loop

Archived from groups: microsoft.public.windowsxp.help_and_support (More info?)

I ALWAYS have an hour glass next to the arrow on my screen. I have no tasks
running that I know of. It is just there as soon as I turn on my computer.
My DSL is working. I am able to run any program on my hard drive. However,
if I try to run a CD-ROM, the computer acts like there is not enough memory,
too many things running, whatever, and can't keep the program on the CD-ROM
running at a normal pace. How can I find out what program might be stuck in
a loop, or what is causing this problem and fix it?