Michael,
Sometimes the difference is minimal, depends on all the operations being done by your different proceses. I believe if you have a system that can perform multi-threading, then the option should be selected. There is minimal overhead in the processor managing such, and the beneifts usually outweigh the small loss. The attached link is a very good source of thread info.
http://zone.ni.com/devzone/devzoneweb.nsf/opendoc?openagent&75C636329327A87B862568690074800A&cat=8ABEC12D4C0AA4A3862567AC00583899
Good Luck with it, Doug