You don't need to see the actual plan to see if it's doing a parallel execution. You can pull the plan out of cache for the query, while it's running. That will show you everything you need to know if it's a parallelism problem or not. Use sys.dm_exec_requests and join that to sys.dm_exec_query_plan.

But, if it's one CPU and not the others, it sounds like it's more likely to be something other than a parallel execution. Maybe you do need it. I would check the Max Degree of Parallelism setting on the server first. See if it's set to anything other than 0 (the default), especially if it's set to 1. I would also check the affinity masking on the CPUs and how many CPUs SQL Server can see. I'd also check the cost threshold for parallelism. The default is 5, but that's usually very low for most systems.