I could not find this on a search, so I'm putting it here.
Bottom Line Up Front: You can't get Stalker to use all of your CPUs in a multi-core system. Start Stalker, open Task Manager, right-click on the process and choose Set Affinity. Un-check all the cores on your first physical CPU (in an Intel Q6600, this is CPU 0 and CPU 1, leaving CPU 2 and CPU 3 available). Leave the rest checked. Play STALKER and enjoy somewhat improved load distribution and performance. Works to a lesser extent on systems with a single physical CPU but multiple cores (eg Core 2 Duo) by removing affinity for CPU 0.
The Long Version: For a few years now I've been running a Q6600 (Core 2 Quad), which is essentially a pair of Core 2 Duos strapped together (this is relevant). I'd noticed on XP that the first logical CPU (CPU 0) would tend to get the lion's share of the tasks. Of the others, the second logical CPU would get about double the negligible amount that the last 2 would use.
So of course, I'd open up Task Manager, find a few important processes, right click, Set Affinity, and pick a core. I'd put my browser on 3, my IMs and MU* client on 2, and a couple others.
... every. Damn. Reboot.
I found on a Tom's Hardware thread this utility, http://code.google.com/p/pamanager/ , which manages processor affinity for applications on a recurring basis. That was awesome. Windows 7 was supposed to be better about automagically doing this sort of thing, and it is--as far as that goes. We've had ADA since 1980, but for some reason programs are compiled with a preference for the first logical core quite often, so you get bloat on CPU 0. You can see this with STALKER ShOC and CS, and probably CoP (don't have it, but it's a good bet). You start it up, leave Task Manager running, and CPU 0--the first logical core of the first physical core--gets most of the work.
What I'd also found is that if you uncheck CPU 0, then CPU 1--the first available logical core of the first physical core--will get most of the workload of the game, just like CPU 0 did. Frustrating, it's got 3 cores to work with, c'mon, use them!
Ah, but that's where that relevant bit up top comes in: The process will prefer the first physical CPU available in all cases, but will trust the OS a bit more if the first physical CPU is unavailable! This is true of the X-Ray engine, and most processes I've found. This is true on XP and Windows 7 64-bit Pro (as well as the public release candidate of Win7x64).
What does this mean to you? Well, the Q6600 is a pair of Core 2 Duos. The first Core2Duo (physical CPU 1) is logical CPU 0 and logical CPU 1. The second is logical CPU 2 and logical CPU 3. Look at that bit in bold italics.
That's right. If you un-check CPU 1 and CPU 2 on a Q6600--in other words, if you make the first physical CPU unavailable--then the process puts its management more firmly in the OS's hands. You will see a more even load distribution across logical CPU 2 and logical CPU 3, the entire second physical CPU. With only logical CPU 0 un-checked, the first physical CPU is still available (via logical CPU 1), and the process will prefer that. With both cores of the first Core2Duo (the first physical CPU) unchecked, thus unavailable, the OS takes over and says "I'll handle threading and junk, you just send me tasks" and distributes them across the next available physical processor. Since the OS is handling it transparently, the process can't horn in and insist they're all run on one logical processor too. You get better performance and more even load distribution.
CAVEATS: I have not tested this on other OSes. Processor Affinity Manager does not work on Win7x64 Pro. I do not know how this works out on other CPUs. If you have more than 2 physical cores, I do not know if removing affinity for the first physical core will distribute the load across the other physical cores, or just the next available one. If it's just the first available one, since everything wants to run on the first physical core then you're still likely to see better performance. Likewise, if you just have a dual-core, at least the X-Ray engine will be sitting on the second logical core if you disable affinity for CPU 0, thus improving your load balancing a bit.
Good hunting, Stalkers.
PS: You break your machine doing this, and it's on you. Damn lawyers. >.<