If your problem is cpu intensive - depends on power, then give it all of the cpu you can - dont worry about your browser or something wanting it too - if you booked time on a supercomputer to run your program would you worry about doing other things on that machine at the same time?
[EDIT] I see your point, the process may only be on one thread full stop. I dont know the technicalities of how that works, it is probably an OS management thing but by that token I think your program would get all of the resource it can from the OS on that thread, but I am speculating a little there. It would probably consume all the available overall processing time for one core.
