Establishing which core has completed a task.

I have a situiation where I will have 12 licences to run a program and 12 cores.
I will recieve data over the net and I wish to know when a core has finished running its process. Then I cana ssign the next dataset in the list to run on that core.
I can run the process in a script and at task termination, write to disk that a task assigned to core “X” has completed. On reading this file I can decide which processor to assign the next task to.
How can I reliably set which processor to use?
The OS will be Windows 2003.