i wouldn't advise trying to play games and run winmx on primary at the same time, both want a lot of your CPU, and they can't both have it - so one would have to have priority over the other...
if you give winmx all of the CPU, there is little left for BF2 to run on, and it would be unplayable
if you give BF2 all of the CPU (by default it will take it as it sets itself a lot higher priority than winmx can) then winmx will have very little CPU and won't be able to run properly
when you want to play games, switch winmx to secondary and you should be able to run both at once as secondary uses very little CPU - although of course if playing BF2 online then make sure winmx is throttled low enough to leave some bandwidth free for BF2 to use