Before you call this command, you must target a window with SendWin, SendWinMF, TargetWin, TargetChild, etc. This command acts on the process that created that targeted window.
CPUs are numbered starting with zero. This means, for example, that the fourth CPU is number three.
SetAffinity calls the operating system command SetProcessAffinityMask.
The 32-CPU limit is built into Windows, not HotkeyNet. Considering that Intel plans to release chips with 16 logical CPUs in late 2008, Microsoft doesn't seem to be looking very far ahead.