SQL Server: Additional cpus slow down batch
I can only guess about the query because I can't see it or the data. Perhaps it simply doesn't lend itself to parallel execution. In that case, you can use a query hint OPTION ( MAXDOP 1 ) (after the ORDER BY clause) to force the query to execute on only one core. 

http://technet.microsoft.com/en-us/library/ms181714.aspx