For those with doubts : look at Taskmanager and the Performance tab. Isn't it so that it completely stalls when a track is loaded ? why ? there is no reason to. Not according the priorities, and not according the affinities (which processor core is allowed to do what).
taskmgr.exe on Win7 drops to priority "below normal" as soon as I click "Play" in XXH 0.9y-4. So it's actually going out of its way to make your life better :-)
I would suggest that you should use Process Monitor (procmon.exe) @ www.sysinternals.com to trace process interactions (there's a lot more documentation on kernel internals to be found on the sysinternals site). There's also a user forum on the same site if you wanted to reach out to the community for a broader discussion of your observations (e.g. somebody already asking why audiodg runs at normal priority http://forum.sysinternals.com/forum_topics.asp?FID=9 ).
Hope this helps,
Moritz