Short answer: It doesn't work that way. Programs can only be split over multiple cores if they are designed to use those cores. Most programs aren't because it's harder to write, maintain, and the extra processing power often isn't necessary.
Long answer: A program is a sequence of instructions that normally have to be run one after another to complete a task. Imagine a program designed to make a peanut butter and jelly sandwich. The highest level of the program might look something like this (the rest of the program would ultimately describe what these steps mean):
- Obtain ingredients()
- Open(Peanut butter)
- Open(Jelly)
- Spread(Peanut butter,Bread0)
- Spread(Jelly,Bread1)
- Combine(Bread0,Bread1)
- Clean Up()
These steps can easily be followed directly by 1 cook to create 1 PB&J sandwich. Adding extra cooks won't speed up the process, because most of the tasks rely on a previous task being finished. If you're only interested in 1 PB&J sandwich, chances are pretty good you're best bet is to just let one cook make the one sandwich.
Now, if you want to make a hundred PB&J sandwiches, you'll be able to take advantage of extra cooks, but you'll need to change your instructions a bit so that they don't run into each other (too often) and don't waste time opening and closing jars after each sandwich.
The biggest problem is that the operating system doesn't know when it has a task that can be split across multiple processors to improve the speed. makeSandwich(1) looks no different to it than makeSandwich(100). Even if it could figure out that the task could be done across processors, it wouldn't know where to split the task, or how to put the pieces back together.
Generally speaking, in the software world, when you hear about people talking about threads, they are trying to split a task across multiple processors. So, a thread is a piece of code that has work to do, won't (typically) interfere with other threads, and can be run on any processor. So, when an operating system sees a new thread, it'll run it on whichever processor it thinks will get the job done the fastest, which is how load balancing is done.