I think setting the Afinity like you have shown above does sort out the problem but you dont have to do that if you download the updated XP drivers from AMD
The link to then is
http://www.amd.com/us-en/Processors/..._13118,00.html
The file you are looking for is the one called
AMD Athlon™ 64 X2 Dual Core Processor Driver for Windows XP and Windows Server 2003 Version (exe) 1.2.2.2
This fixed not only DW but some problems i had with other games.
Once i installed this DW ran fin with booth cores and no need to set afinity
