here is another article about CPU backdoors,

http://theinvisiblethings.blogspot.com/2009/03/trusting-hard...

and the discussion in the comment section of that one is good and contains some interesting pointers for further sources on this topic...

Also, here is a phrack article "System Management Mode Hack" on how to exploit Intel system management mode (with code at the end of the article).

http://phrack.org/issues/65/7.html