Unfortunately, only the uber-expensive EE 840 supports HT. And in some cases HT actually hurts it more than helping it.
The standard "D" series Pentium dual-core processors (820,830,840) do not support HT at all. Well, technically, they could, but Intel has disabled the feature.
Most games aren't even multithreaded yet, let alone utilizing HT. It'll likely be some time before we see this, since the software is developed to the lowest common denominator (albeit the bar is raising, but slowly.)