If you dont want to go downloading more software, Windows has software for sufficiently monitoring what using the systems resources.
At a basic level, you can use Windows Task Manager (CTRL + SHIFT + ESC), and use the processes tab to see what resources are being used by the system. You can also sort them by what you want to check, for example if you want to know what is using the most memory, click the memory coulmn and it will sort the list by memory usage.
If you need more detail, you can use the Resource Monitor. Search for 'resource' in the start menu. This works in a similar way to WTM with the tabs along the top, and clicking coulmns to sort, but gives much more data and information.
The reason why your CPU stays at 30-40% when nothing is running, is because there is stuff running, its just in the background. All the the icons next to the time are different programs running that use CPU cycles and memory space. By using the tools listed above you can find what programs are causing the CPU to work, and then remove them if not needed.
1+1 Also - Process Explorer is the only to see those pesky CPU killing hardware interrupts! – DaveParillo – 2009-11-11T05:56:42.900