Krusty, most motherboard BIOS setups allow you to disable any onboard sound device. You did it right though. You have to remove it from Windows BEFORE disabling it in the system BIOS.
Here is the real ouchy though. Even though the onboard is disabled, Windows did not clean out the drivers for it, so the files are still there, and could get referenced by the installation of a new sound card driver.
Really quite wonderful how Windows merrily allows a device to be disabled, but does not allow you to clean out the files the device left behind.
And anyone can claim there is no CPU loss using USB for the sound interface, whicih would be an opinion. The fact is, the USB interface is rather stupid and requires a lot of hand holding from the CPU (one interrupt per byte of data). This is not an opinion. It is how the USB bus works. A good sound card will kick the stuffing out of any USB based sound device, in terms of lower CPU overhead.