If you're going to be running Windows, get something better than a Sempron. They seem to run at 100% when hashing, then they overheat and BSOD (personal experience and also reported in other threads).
If you really do want to go cheap and get a Sempron you'll have to run Linux. LinuxCoin is in alpha but still a good choice, has sdk 2.4 and catalyst 11.3 (4?) preinstalled. Mine runs at around 5% no problems.
Semprons have successfully run Quad GPU systems with no problems at all (check youtube, there's several).
I've had luck running with the Phoenix 1.48 miner with no CPU usage at all.