These links talk about multi-core programming in relation to XBox 360, but should be applicable to other platforms...
Coding For Multiple Cores on Xbox 360 and Microsoft Windows
http://msdn2.microsoft.com/en-us/lib...,printer).aspx
Lockless Programming Considerations for Xbox 360 and Microsoft Windows
http://msdn2.microsoft.com/en-us/lib...,printer).aspx
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