Its because you have a Pentium 4 Extreme Edition, or EE.
What this does, is it simulates a second CPU, because while the CPU's idle, it doesn't do anything, and so the virtual second core does something to take use of its time. At least, thats what i think it does.
So, your computer probably runs a bit faster on some programs. Its not the same as having 2 CPU' cores though, as its just virtual (i.e, not really there)
You also get an extra cache, called the L3 cache, within the processor rather than the standard 512kb stored in the L2 cache, you now get an extra one storing 2mb in there, giving the processor access to 2.5mb of memory at its disposal. Might not seem like much, but it does make an improvement.