While we can say that GW client is pretty light on requirement it still eat a lot of CPU power even when its on backgroud
While its hard to notice on a desktop pc i assure you on a notebook you will hear the fan keep going on the max, even if its new and far more powerful to run guild wars.
Plus, worse then the noise this will prevent your CPU doing those cool stuff it normally do to save power (downclocking etc).
Here a quick fix i came up using windows 7.
1) open power option
2) on the left click on create a new plan
3) pick power saver as the base, call the plan something like "GW idle Plan", click next
4) on the next screen make sure you tell windows to never put the pc on the sleep
5) push Create Plan
6) now select your newly created plan and click on "change plan setting"
7) click on change advanced power setting
8) in the new windows navigate the tree "Processor power management" -> maximum state -> change "on battery" to 50% (now, this value work with my processor but i have a stinky feeling that might change from model to model)
9) make sure you select the plan you created when leaving GW on the background
Voila!
(make sure to switch back to the normal plan or you are likely to experience some slowdown durining normal use)
Here what changed for me
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Max processor clock(high temperature and power consumption)
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Minimum processor clock
Now, this will probably work on vista since from what i see it share the same power save system.
For the xp folks you can use utility like RMClock and SpeedSwitchXP. The first one is quite hard to use and i never tried the second one.
K10Stat is another alternative for those who have a AMD CPU, but for those you will need probably to find some other online tutorial (or wait another geeky Guildwars player to write one for you)
Also, while i never heard of someone cooking the cpu with an utility microsoft included (still use at your risk) some of the alternative program i mentioned are also used to for overclocks and change stuff who could damage your PC is misused(still, modern CPU have many failsave and you probably have to go out of way to do some damage)
Basicly if you are not sure of what you are doing, waiting a bit wont damage your wallet or green user pride too much