I'll be updating this as I get time - but wanted to save it "just-in-case"
Vista
XP

To open Task Manager you can:
1) Press Ctrl-Alt-Del

2) Press Ctrl-Shift-Esc

2) Right click on the Task Bar
3) Go to Start...Run...and type in "taskmgr.exe" (without the quotes) and press Enter

Once in Task Manager, you'll see several tabs at the top. The most important (for this guide) is the Processes tab. It shows how much of your system resources that your programs/processes/services are using. In it's default view, you'll see the name of the process, it's CPU usage, and it's Memory usage.

The first step will be to add the 3rd major resource - your hard drive. You can add a bunch of different columns for this, but the major one that's used is called I/O Reads. To set this up:
1) When viewing the Processes tab, click on the View menu item
2) Select the "Select columns" item
3) Place a checkmark in the I/O Reads box (you don't need to place a checkmark in any of the other I/O Reads type boxes or the other I/O boxes)
4) Click on OK to exit the dialog
5) Resize the window by dragging the right side out so that you can see the I/O Reads column.

To sort by any of the columns, just double click the title and it'll sort with the largest value at the top. This comes in handy for seeing what's consuming resources (Don't be alarmed by the System Idle Process consuming all of your CPU - that's normal)

The Image Name column is how we identify what the program is that running. So, if you've got high numbers related to a certain image name, then that image name will tell us (most likely) what program is causing the issues

2 caveats here - a program that's actually working will take up more resources than if it's just sitting around waiting to work. You'll typically see this when a program is scanning your system. 
The other is that there are sometimes multiple instances of an image name present (the most common is svchost.exe). You can tell which is which by enabling the PID column

Show Processes from all users
Process Explorer