I don't know how they might have done that with HT unless the Pentium 4 was an engineering sample.
But you definitely do not need threaded apps to take advantage of hyperthreading - you just need multiple threads. Ideally, you want the one program that you are working on to thread itself - ie. hyperthread enabled - but if that's not the case, then you can still see some benefit by working on two different threads from two non-threaded programs in parallel. For example, listening to MP3's while playing a game. Or downloading something from the internet while watching a movie. If you are only doing one thing at a time, then this may of less use, but I know that on my computer I am frequently doing several things at once (burning a CD while downloading something from the internet while listening to NPR on Real Audio while playing a game).