Before Visual Studio 2010, load tests run from Visual Studio were limited to run on only one CPU.  For the most part, this is the same in Visual Studio 2010.  However …, if you purchase the “Visual Studio Load Test Virtual User Pack 2010”, not only does it give you a license to run more virtual users, it also “unlocks” the limitation of running load tests on a single CPU.  For more information about obtaining Virtual User licenses, please see this MSDN article.