Your i3 530 has only 2 cores. The games you are running (of which you make no mention of) likely have a single main thread and then 1 or 2 minor threads. Your one thread will utilize most of one core and the OS will stick the other threads on the second core.
You have hyper threading so each core has 2 thread que's, but you only have one execution core per 2 hyper threads so work is only being done on 2 hyper threads at any one instance. Depending on the type of data being processed, hyper threading can help with speeds.
Also you have to use some specialized monitoring setups to actually see how your threads are utilizing your cpu in a real time state. Most software that monitors CPU utilization do so at refresh rates no where near the actual cpu speed, and do not tell you what core/hyper thread each program thread is being crunched on. A program thread can hop between multiple cores per second depending on load.