But, if you want it do well get a Intel P4 with HT. The function of HT just fool the software that there are two CPUs on the system. Then it would definitely run multi-task better, just like have two engines on the same car.
Of course, you need motherboard to support HT as well. As for operating system, you need to use WinXP Pro (not home), or Win2K.
For multi-tasking well, you need a lot of RAM, get 1GB or more.
If you have big pocket, build a computer with real multiple CPUs, you can have 4 cpus on the same machine, for this AMD solution is cheaper. You need to get a motherboard with support multiple CPU and get AMD Althron-M CPU. They can only be bought from limited suppliers.