Performance question

Question

I was comparing the general performance of a c# media player Im writing with all basic + some advanced features against the bloated windows media player and was slghtly disapointed by the performance (for as few features and objects my app was running compared to what Windows Media player must be using) was almost the same, actully because of the inherit 20 or so meg loading mem grab to load the runtime my mem usage was a few megs over Windows media. Could somebody point me to a good reference on comparing performance values for different areas of the framework. Or perhaps a good testing tool to achive real comparable numbers? What ratio of performance hit does a .NET framework based app take because it is .NET. For any body interested the API, wrapper dll's and install for my media player are at http://randomseed.dyndns.org along with a disscussion forum if anybody is interested to see managed directX audio and video in action.