See when you open the task administrator and look at the performance tab, there's something that says ressources monitor? Well, I opened that while downloading, and it does this:
The blue one is the percentage of max frequency, the green one is the CPU. Now, I'm not an expert on computers, but I'm fairly sure when it says frequency it means the processor, and that 110% is not good. It often causes the computer to lag, which I immediatelly recognize when this is happening cause the first thing to die is the sound, which sounds like when you have internet problems when talking on skype. If it stays like that, it eventually, but quickly, shuts off, and I'm not surprized by that. This happens only with Blizz's installers, and when I tried to play WH40k spacemarine.
Edit: Oh, the processor is an intel core i5.
I have a related problem that only happens when playing WoW or D3 (in beta at least), but haven't had it happen with SC2. The other bar, the green one, spikes for something like 3-5 secs, and happens after I've been playing for a while, and happens with more and more frequency, up to once a minute or so. Unlike the other which causes the sound to fail, this one only causes the fps to drop to 3 or so, and doesn't cause any real problems other than getting me killed in game from time to time.