Prime95 isn't written to test multi-core systems by default, so you won't get full load using default settings. It's specifically written to load one core 100%. You need to run more than one instance to properly load a multi-core system.
To run further Prime95 instances, create new shortcuts to the executable with the command line switch -An where n is an integer defining a new instance. The first one should be 1, the second 2, and so on. Assume that double clicking the executable directly has the switch -A0.
Not really much use unless you have a multi core system.
EDIT: By the way, HyperThreading is pretty useless currently, as most games aren't threaded to take advantage of multiple cores yet. You may find you get better results without HypeThreading enabled, even if you have it.