To just see if they're are functioning, try the Task Manager.
(I don't know which XP you're running though, and I'm only single-CPU'ed on XP, so the following info is for NT4, which appears to work the same....)
While logged onto XP Pro, hit CTRL+ALT+DELETE. Now click the "Task Manager" button. From there, click the Performance tab. If both CPU's are functioning, there will be two CPU Usage graph boxes at the top, otherwise there will be one graph with (I assume) two lines. The CPU's will probably track each other pretty closely as you launch some different apps.
If there's only one graph, see if you have an option for View- CPU History- "One Graph Per CPU", and select that. The other option (i.e. One For All) might be interesting too, you could try that also.
If only one CPU was recognized, then View won't give you two History options, so that would be a clue that you have something wrong.
Hope this helps,
p.s. Had to wait until I got onto my dual, to verify this works, it has dual PII/450's on NT4.
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