I had a problem with my virtualized XP under XEN, I could only assing 2 CPUs to it.
I found out that its a limtation coming from XP and NOT XEN!!!!!
XP supports a MAX of 2 SOCKET PROCESSORS, each one with any amount of cores.
somehow, XEN , sends , or pin, or gives, my CPU, as pures SOCKETS to XP, thats why I could only have 2 processors under XP.
solution .... I have to use any microsft windows SERVER edition, Windows 2003 for example.
good luck people.