puzzling slowdown after using CFIleDialog

We have a program we're writing that does a lot of data processing and reports statistics on how many pieces of data per second gets processed. It's multi-threaded, contains DLL's, and normally runs quite well. However, after creating a modal CFileDialog box and calling DoModal(), when the box is closed the system slows down to about a third of its previous processing. This doesn't happen with any other kind of modal dialog box, just CFileDialogs. Anyone have any suggestions of things to look for that might cause this? We've tried using one of the alternate CFileDialog clones on CodeGuru, and the problem goes away. It would be nice, though, to be able to use the standard CFD...
TIA.
Rich