Q:

When to create a baseline and does it ever change? 

I have got this question as mentioned in title about creating baselines after reading an article on using performance monitor in Windows OS. 
I understand that I need a baseline to compare performance but the question I am wondering over and over is: When to create this baseline?  The article mentioned that you should create it under normal workloads.  Okay, what qualifies as normal here? 
Does a baseline ever change?  So, say I captured my baseline today.  Is it going to stay the same forever?  When does it change? 

A:

As I understand and use baseline performance indicators, they aren't static. 
Don't consider your baseline something you take once then forget about! 
What you want to do is create scheduled tasks that take performance metrics during a long enough period that it encompasses your peak and lowest usage. 
In the vast majority of situations this means a full week of metrics. 
Keep in mind though, this depends on you being able to take these statistics without major impact (which in almost all cases is quite easy)
Then you decide for a retention period, and a refresh period. 
For example, you retain the statistics for a year, and take new ones monthly. 
In this example, you would take a week of statistics each month, and keep a years worth. 
What this gives you is:

A pretty good idea of your average performance
A history of performance long enough to be able to map trends
A small enough repository of metrics that you don't end up with too much data  

As for when to start...
After you need it is too late, so start today. 
If your customer cares if it performs badly, get a baseline.