Folding@home doesn't "share" your computer, you run a program that will use your CPU, GPU, or both to conduct simulations on protein folding. You can close it down like any other program, although with XP I could still game lag free with it running in the background.
In my opinion, they have everything to do with it. You have a single NVIDIA GPU... you want to run a game off it, but you also want to run Physx off the same GPU at the same time? How is that not "slowing your system down", or in NVIDIA's CUDA technoloy creating system instability?
Running CUDA, Physx, and games on the GPU is great, don't get me wrong. But NVIDIA needs to design stable drivers first. I had to find a hacked INF file to install 177.35 to fix the serious issues their 174.55 CUDA drivers have that were causing BSODs and overlay problems.