It's a part of Windows that contains numerous performance related settings for visual effects, allocation of task performance preference, and something called DEP (Data Execution Prevention). It isn't going to hurt anything to allow it to start, but my advice about changing things in it would be "if it ain't broke, don't fix it". I've seen a lot sad tales of woe in these forums from those who tinkered around with things they had no reason to fool with.
Good luck.