Ok, I've got the program-not-closing thing solved (I was just missing an if statement in my message loop). And apparently when my CPU usage still went up even after adding Sleep(1), that was the coincidence. Sorry if I seemed a little too presumptuous about that. I should be fine now. Thx for the suggestions, guys.

Code:
void main()
{
    cout << "I am MrCode,";
    cout << "hear me roar!";
    system("PAUSE");
}