I had a similar problem. A process labeled "rundll32.exe" began using 100% of CPU capacity when any full-screen app was launched.
I don't recall what exactly I did to resolve it, but it was along the lines of malware scanning and denying permissions.
So, what you can do for now is:
1) First check whether you should be running that particular game. Do your system satisfy all the hardware requirements?
2) Launch the game, open task manager, and see which process has a CPU usage of over 60~70%. Note it down. You may tick the "See processes from all users" checkbox.
3) Google the process name and see to which program it belongs to and whether it's normal for it to run at that time.
4) Perform a full system scan with either Spybot Search and Destroy, Hijack This, or Avira's Antivir.
5) If it's a problem with the game's process, try reinstalling it.