I find some of the statements made here misleading.
Please read
Multi-core (computing - Wikipedia, the free encyclopedia).
I'm think you [the threadstarter] has done this already, but try to enable
MTGS and DC mode. You can find it under Config->CPU.
As far as I know PCSX2 will only take advantage of two processors at once, although you can move all the other processes to the other cores since you have 4.
Thanks