Vista - CPU Priority issue

Ok I've been dealing with this problem for almost as long as i have had my laptop, and frankly, I'm tired of it, plus its just gotten worse. I am an avid Stepmania player, and i have a 1.83GHz dual core, which FAR AND AWAY exeeds what is need to play without a single hiccup. I have almost had no problems with lag, and when I did, i simply quit the other processes that were running, and it was fine. My problem has been, I have never been able to raise the process priority of Stepmania and have it stick... not even ONCE. I open the task manager, find the process, right click and pick the priority that I want, and it accepts it without an access denied popup or anything. Yet when i close the task manager, I notice no difference in performance, and when I re-open the manager, the proccess is back to normal priority. Now, for some reason, a lot of my programs are starting on below normal priority and I CAN'T RAISE THEM, which makes a lot of them just about useless. My question is... why!