Macbook Pro running slow on Background

Hello guys, im new at the forums and to the mac world.
I brought a macbook pro 17', at the top configuration. I just worried since when im using a application, like a game, when i put it on background (command+tab) it gets simple useless, with very low speed, for any activity that i try to do (open a web browser and navigate, as a example).
Is it a problem? Do you know how to fix this issue?
Tks

Lohran

Command-Tab is for cycling forward through open applications. Are you saying that your Mac slows down when you cycle to the next open app?

Yeah, let me explain what i do (sorry, english is not my main tongue). I run a game, like eve online (yes, i know that it uses a lot of memory). Then i use comand+tab and return to the desk, and try to open safari (with the game still open). Safari opens very slowly, the mouse moves around slowly, and each key that i type on keyboard has a delay of 2 secs to appear at the browser... It works like i was without memory, what i cant trust, since i have 4gb ddr3. On windows, i could do it easily, i could open two games and still use a browser... This is very weird to me, since im new at macs... Is there any way to fix it or maybe the Snow Leopard is using all memory on the game (and maybe there is a way to avoid the OS to do it, lol)?