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Its a very niche bit of software which has an excel front end, and god knows what in the back end, but it does very complex, large econometric models (and a bit of bayesian modelling and machine learning), so one thing I can't do is play around with that! I could probably restrict it's usage, but that would I guess slow the process down further...
To be honest it sounds like your application is out of control. It's not some enormous Excel VBA financial model is it? I've not seen KVMs used for years, just VNC/RDP, etc.
Can you restrict it so it's not running on all cores?