The windows build has gpu mining built into it. You cannot do plain cpu mining on the generic windows build unless you build it without GPU mining support.

I didn't realise that. The previous version I had - the on that had "Generate Coins" in a menu used the CPU to mine.

If the current Windows version really does use the GPU to mine, then why should I be using CGMiner? (Can't test at the moment due to PSU issue.) http://www.weusecoins.com/mining-guide.php seems to imply that GPU mining is not native to the Windows Bitcoin Application.