I have run into apps that weren't designed to recognize and utilize multiple cores.  Back when dual cores first came out I wanted to force some apps to run on the 2nd processor.  Changing the affinity worked, as you have discovered, but it is not sticky.  I found a utility that provided the capability of triggering an app with a specified processor affinity.   Unfortunately I don't remember what the utility was called.  I thought I might have it in my downloads folder but I don't.  I just did a quick web search and it appears that Win7 has the capability via the command line.  See here:

http://www.techrepublic.com/blog/windows-and-office/change-the-processor-affinity-setting-in-windows-7-to-gain-a-performance-edge/

While investigating a problem with Mercury continually falling behind and building up a queue I noticed that CPU 1 in Task manager was repeatedly getting saturated and flat lining that way for long periods.  On checking the mercury.exe process in task manager I noted that it was set to only run on CPU 1 but could be changed so I changes it to run on processors 2,3 and 4 with the result that the server no longer flat lines and CPU core and that Mercury not longer build up a queue.

 I think the situation arose partly because I had to move the mail server to another system due to a fault on the one it was using and partly because we now have so many people using IMAP, often on more than one device. 

If I stop mercury and restart it I note that it is again only able to run on CPU 1.  Most other processes on the server seem to be able to use all the cores, is there a setting in mercury somewhere to make it use all available cores or perhaps specified ones. 

 As an aside I note that system idle processes cannot have its core preference set and insists on always having access to all cores.  I suppose this process in fact does quite useful stuff but the name implies that it is just stuff the system should do when nothing else is going on which is plainly not the case!   I would have like to se idle process to have no access to a core or two so that those cores would do what I actually wanted the server to do!