I haven't had a problem with DesktopX itself using too much cpu, but sometimes an individual object or widget might be a little piggish.
In short, if something moves it's going to use some cpu. The bigger it is and the higher the framerate is, the more cpu it will likely use.
If you don't have any excessive cpu usage when you load a "New Desk" from DesktopX Builder, or when you load other themes, quite possibly your problem is within the specific theme you're trying to use. I don't have it loaded and I don't want to (not slamming the theme, just not something I'd use), but I've looked at the screen shot and I see a couple of things I'd delete to see if it solved such a problem:
1. The weather docklet
2. The system meter
3. The Clock
You might try deleting those one at a time and checking the cpu usage to see if one of them is the problem or perhaps the total of all three. You might try deleting other things one at a time as well while watching the cpu usage to try to isolate any offender.
Also, I have experienced problems sometimes while accidentally running two system meters at the same time (not DestopX meters but two seperate programs), but that has sometimes resulted in one of the meters crashing on me (big surprise). Anyway, if you've got another system meter/monitor (Motherboard Monitor, Sysmetrix, AMD or board manufacturer, etc) it might be conflicting with his DTX meters.
Somewhat humorous sidenote: One of the cpu monitors I've tried, completely unrelated to Stardock/DesktopX etc, was a real piece of work. The thing sucked up about 15% of my cpu to tell me that everything else was using a total of about 5%. Kind of defeats the whole purpose, eh?