How do I make my application uses less memory and use less CPU?

recently did a video player, using the windows media player SDK, but takes up 65 MB in RAM, when the windows media player holds up to 40 MB. The CPU usage increases 30% on windows media player.

I hope someone can give me the solution to optimize my application. The answer is to compile, when configuring the application, or perhaps there is some trick.

THANKS FOR ALL