You can't do this in pure java. But if you really need it -- you can use JNI to call native code which do the job. This is the place to start with:
UPD: After some thinking, I've decided to create my own class for this: ThreadAffinity.java It's JNA-based, and very simple -- so, if you want to use it in production, may be you should spent some time making it more stable, but for benchmarking and testing it works well as is.
UPD 2: There is another library for working with thread affinity in java. It uses same method as previously noted, but has another interface