[Simply Computers] AMD Capturing Window

 

The other night when I was shutting down my computer, the screen popped up telling me that it could not shut down because there were still background programs running. It said something like "AMD (other letters, too but I don't remember what they were) Capturing Window" is preventing windows from shutting down. Do you want to force shut down. I clicked Force Shutdown. Is someone hacking into my computer? HOw do I set up a firewall properly. I have a wired router for my computer and PS3. I thought that I had a windows firewall set up and I'm not sure on how to check.
I also have another question. When I'm trying to do something on my computer, it is tell me that my ram is all being used and I know that I'm not running that much to make it use it all. I have 3gig of ram. Most of the time I'm running firefox, windows live mail 2011 , avg, superantispy ware and ashampoo office.
I'm running Windows 7 64 bit on a Dell Studio.

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