That’s weird; I use XAMPP on my local Win XP machine to work on this (and other) plugins while on the train and have had no problems running Autoptimize.
That being said, it is clear that Autoptimize does indeed require processing time & power (except if … see next paragraph), but in general (your mileage may vary) the amount of files that have to be downloaded will be significantly less than without it.
Regarding the processing time & power; that’s where companion plugin WP Super Cache (or QuickCache or W3 Total Cache) come in. If the HTML (after having been parsed by Autoptimize) is cached by WP Super Cache, Autoptimize isn’t consulted again, so there is no processing overhead at all. That’s when you’ll get the best performance boost possible.
If you have gtmetrics (or webpagetest.org) stats that I could look at to see what is going on, or the URL of your blog, I’d be happy to have a look!