No, the first multi-core processors on desktops appeared in 2005 AFAIK (although they probably existed in the server, mainframe and supercomputer markets before then).
Hyper Threading appeared in 2002 but some people might see that as cheating :P.
Multi-Threading in the kind of game programming that most of us do is of pretty limited usefulness. If you plan for the fewest number of interactions between threads, so as to have the fewest points of failure, then you end up with the primary thread running everything, a thread controlling the music and if you're industrious a thread managing resources loaded in memory. The later two threads comparably lightweight tasks that could easily be tossed into the primary thread with little or no loss in speed.