How much RAM are you dedicating to SRB2? By default, the game will use 32MB, but you can increase this to use 64MB. When modern operating systems run low on physical RAM, they move program memory to a pagefile on the hard-drive, and when it needs to be accessed again, it's loaded back into physical memory. Since hard-drives are a lot slower to access than RAM, you experience sluggishness when you return to applications that you left idle. To solve this, get more RAM. That means you will be able to run more at once before the operating system goes into paging mode. Given today's operating systems, you should have at the very least 1GB of RAM, or 512MB with optimizations to the desktop environment.