I have a Windows VPS (Windows 2008 R2 x64) that runs a couple WordPress blogs and other few ASP.NET things. The VPS runs 2 CPUs (for example).
With ASP.NET, in such situation, I usually set the app pool to use one CPU / Core, and SQL Server to use the other one (just change it in the server properties).
In MySQL, can I tell it which CPU(s) / Core(s) to use?