To bring up the Windows Task Manager while the game is running, alt-tab out of the game (or hit ctrl-esc or the windows key to bring up the start menu, which will minimize the game), then either hit ctrl-alt-del or right click on the taskbar and select 'Task Manager'.
Monitoring and Optimizing Apps on Dual-Core and Multiprocessor Systems - briefly describes how to 'Set Affinity' of an application to a specific CPU through the Task Manager or using a couple other utilities.
So long to "Set Affinity"... - mentions another program to set CPU preference, as well as driver updates and an MS hotfix
I have not tried any of the above, since I do not have a multi-core CPU.
