How to tell if an App is truely multi-threaded.

Is there a way to tell if an App that you're using is truly taking advantage of all of the processors/cores in your Mac? I have a mac pro with the 2.66GHz Dual Dual-Core Xeons and when I'm using an App, I'd like to know if it's taking advantage of all that power or if it's treating it like a single processor Mac and letting the other processor/cores just sit there and wait to be used. I'm new to this whole quad-core thing. Thanks in advance!