Welcome to the Forums
klands
Nope, you don't have to have two DIMMs for hyperthreading. WinXP Home or Pro are the officially-supported HT operating systems (from Microsoft, anyway), so hopefully you have one of those.
Most people buying an HT-enabled system today
are using the dual-channel i865PE- or i875P-based motherboards, and without dual-channel memory (meaning, two or four matching DIMMs), they're like a Dodge Viper with the tires/wheels off a Dodge Neon
Gonna do it, then do it right.