By default when a task is created in Task Scheduler the priority is set to Below Normal, and there is no way to change this through the application GUI. Fortunately it is rather quite simple to change it, and does not involve the registry. Each task can have a separate priority if you wish.
Here is a chart of the different priority levels available. The default is 7.
Task priority Priority Class Priority Level
0 REALTIME_PRIORITY_CLASS THREAD_PRIORITY_TIME_CRITICAL
1 HIGH_PRIORITY_CLASS THREAD_PRIORITY_HIGHEST
2 ABOVE_NORMAL_PRIORITY_CLASS THREAD_PRIORITY_ABOVE_NORMAL
3 ABOVE_NORMAL_PRIORITY_CLASS THREAD_PRIORITY_ABOVE_NORMAL
4 NORMAL_PRIORITY_CLASS THREAD_PRIORITY_NORMAL
5 NORMAL_PRIORITY_CLASS THREAD_PRIORITY_NORMAL
6 NORMAL_PRIORITY_CLASS THREAD_PRIORITY_NORMAL
7 BELOW_NORMAL_PRIORITY_CLASS THREAD_PRIORITY_BELOW_NORMAL
8 BELOW_NORMAL_PRIORITY_CLASS THREAD_PRIORITY_BELOW_NORMAL
9 IDLE_PRIORITY_CLASS THREAD_PRIORITY_LOWEST
10 IDLE_PRIORITY_CLASS THREAD_PRIORITY_IDLE
Once you have created your task, simply Export it to your desktop. It will be an xml file. Open it in notepad. Down near the bottom will be a line which looks like this:
Change the 7 to whatever number you wish, and save. Delete the task from Task Scheduler, then import your newly saved xml. I did this with several tasks, changing it to Above Normal (3) and they seemed to work quicker. Here are the articles.