Here is once again another post about the Animated Desktop Backround displaying the Matrix code which I found a week or so ago. I've lost the link so I've put it up on my own site.
It sucks between about 2-4% of my CPU when it's running, but it shouldn't effect desktop performance one bit if it's set to low priority. But 2-4% is quite a lot of wasted folding power.
Does it still take cycles if another window is ontop of the desktop, like IE is open? If not then always leave it up but then whats the use of having it then.