Vedran,
there is always a tight correlation between control loop rates and the PID parameters. Imagine you have a well tuned control loop and you decide to double the frequency of this loop. After that you will probably see a system that is everything but well tuned. In this example you will have to decrease your Kp, Kd and Ki values approximately by the factor 2.
Now think of the non-deterministic behavior of Windows which results in varying loop cycle times making it harder or even impossible to get a stable system. This is especially true for higher your loop rates. At 33 Hz this issue might not be so immanent but basically you never can tell when Windows decides to take CPU power from your application causing gaps in your control timing up to several 10s of miliseconds. Depending on the application and the type of motor you want to control this could even result in hazardeous situations. Especially if you need reliable methods to react on potentially dangerous situations I would never trust Windows or any other desktop OS.
Here you can find more information about the way LV RT works and how you can use it either on a PXI-system, a desktop PC or other RT targets.
Jochen