MSMPENG.exe is Windows Defender/Microsoft Security Essentials. Each antivirus by default checks EVERY file access. This means it has to read entire file and scan it, looking for virus signatures , before any file can be read by any program. Since it doubles the work, every antivirus slows down the system 2 times or more on file access. Each antivirus is bad performance wise. There are no 'fast' antiviruses.
The assumptions antiviruses make (that each file, regardless of type, needs to be scanned) are simply stupid, because there is really no point in scanning plain text files, or data files holding stock quotes. When you open single file (say text document or mp3 file) ~1 second delay incurred by antivirus usually is not very noticeable, but for high-performance applications it matters.
Therefore, for performance reasons, consider excluding known data files from scans. It was already explained in the Users Guide: http://www.amibroker.com/guide/x_performance.html