I think that only shows you the thread count as in my screenshot ?
Or is it listing the threads in own rows so you can check how much cpu each thread uses ?
The built in Win XP Task Manager only shows total number of threads per process and doesn't break down which thread is on which CPU/core. You can set process affinity from Task Manager, but not see or set thread affinity. If you want to see processor use per thread, I use SysInternal's Process Explorer. It gives a tree view of processes and their threads and the resources they use.
I've never really paid that much attention to WoW. I do know that it is multi-threaded, but that one thread does about 80% of the work and a relatively small number of other threads do the rest. Basically this is reiterating what others have said: A fast single core will give you better "straight" WoW performance that 2 slower cores. But, if you run more than just WoW, having the 2nd (or more) core will let you do more simultaneously assuming the rest of your machine is up to it (no RAM, disk or network bottlenecks).