You actually do have some control over the thread pool in IDL and you may be able to increase it's effectiveness, but that also comes with some risks. I would read the following page for some more details about the benefits and the risks of changing the thread pool settings:
http://www.exelisvis.com/...he__Thread_Pool.html
If you are still interested in changing the thread pool settings, you can go to this page for more information on controlling the thread pool:
http://www.exelisvis.com/...ng_the_IDL_Thre.html
You may also be interested in the IDL-IDL Bridge which spawns child processes of IDL. Here is a link with some information on that:
http://www.exelisvis.com/...s/IDL_IDLBridge.html
Apart from that, could you describe your situation and what is it that you would like to use multiple cores for? There are some situations where using multiple threads may not be as helpful as you might expect. This could come from having bottlenecks in your system from something like file I/O or what the operating system decided to do for splitting up IDL's work that it is trying to do.