I’m wondering if there is something maybe in the BIOS. The stuff online for the 8600 mentions multiprocessor support BIOS settings but the 8400 BIOS doesn’t seem to have the same settings.
That’s a good theory. Also look and see if there is a jumper located near the second CPU socket. I didn’t see anything relevant in the technical guide, but the HP site might have a user guide that has more info.