When I work with MIDI only, it works great, but I have a problem when I work with audio and I have no luck with solving it

There's the problem:
I run WinXP, Pulsar2, SFP 3.1c and Cubase Sx;
Pentium 4 2GHz, 760 RAM, GeForce 4 TI4400 (if it matters)
I tried a lot of combinations with SFP and SX priorities but nothing seems to work stable. I usually have SX having high priority and SFP - normal one. When I open SX it's OK. When I open my audio project, consisting of 3 audio tracks of about 40 s of length each, 1 of them is muted, and 2 unmuted ones have 4 VST effects each, the system freezes, and if I was fast enough to hit "PLAY" it starts playing slow sounds after some time... and then begins to play "normally"... but until I stop playing, then it freezes by sucking all the CPU and using about 70-90MB of ram.
The same happens again and again no matter the priority settings I change over and over again.
I have such SFP settings:
Ulli: 25ms
Routing: all checkboxes are checked in "audio" area
Such XTC hardware settings:
IO Settings:
DirectPlay Mixer Output: P-Plate Analog Dest
Sources: Analog and MIDI A checked
Destinations: Analog and MIDI A checked
ULLI/ASIO: 25ms, ASIO 2, Sync checked, 24 bit
Such VST Multitrack settings of Cubase SX:
Number of disk buffers: 4
Disk buffer size: 128kb
ASIO driver: asio scope
Clock source: Sync to CW DSP hardware
Expert settings:
Audio priority: Very high
Preload amount: 2 s
all checkboxes below are unchecked.
Cubase preferences, VST settings:
Scrub response (speed) about 1/3 of the slider from left
Auto monitoring: manual
VU-Meter's.... : 3000ms
Project is configured this way:
24 bit, broadcast wave
uhhhhh...... are there any other important settings left?
What do I do wrong?
Thanks for your time you'll spend to help me.