Perhaps the Celeron isn't fast enough to carry the load. The CPU has to build the work, deliver it to the GPU, and verify the results when it is done. If your CPU is to slow, you'll lose hash speed.
Not likely. I'm running 3 5850's and the CPU load is about 1%.
Edit: That's on the slowest AMD CPU I could buy. I know there's a bug in the Windows ATI drivers that causes the CPU to be pegged at 100%.