Welcome to the F@H Forum Silver_Pharaoh,
(Read the entire thread
http://www.overclockers.com/forums/show ... p?t=745641 so have formulated my response to include those details too).
Please note that having multiples of 2 makes it easy for the FahCore to decompose (split) the WU across the CPUs. However, 3 is such a small number that I haven't come across any Projects that won't fold on it. Some small Projects may fail to work with 5 or 7 CPUs so if the Project Owner is aware of this, the Server is configured such that it will not assign those Projects to those CPUs.
The reason you could have faced a slow-down when going from 3 CPUs to 4 CPUs is that CPU folding is highly synchronous so if any other applications are indeed using the CPU, folding has to wait which is why you see a slow-down. Also, the slow-down isn't proportional to the "stolen CPU cycles from folding" and thus, the drop in PPD is not linear.
Do note that is is generally advised to only have a single CPU Slot and allocate as much CPUs as you want. The suggestion of running SMP:2 and UNI is no longer valid in V7.3.X+ (the SMP and UNI Slots are merged into CPU one and it automatically decides how many CPUs to fold on once configured). Do note that folding is FPU (Floating Point Unit) intensive so if you have another FPU intensive application running, folding may be negatively effected by it as opposed to an application that isn't FPU intensive. Moreover, you can use Process Lasso (free version is sufficient for this purpose) to ensure that particular processes are locked to specific CPU Cores. If set-up correctly, it may increase your folding performance (in my case, I saw a slight bump in the PPD).
Assuming that you have a fresh installation, open the Folding@Home shortcut from the Start menu the first time. Once the icon appears in the notification tray, right-click it and select Advanced Control. Once it opens, it will prompt you to enter your details. Once saved, folding will start. My guess is that FAHClient is waiting for a configuration to be entered (username, passkey, team number) which is prompted by either Web Control or Advanced Control. If nothing is entered, it will automatically start folding as Anonymous after 5 minutes.
Do note that providing the log files (viewtopic.php?p=261081&f=24#p261081) would be very helpful if your issue isn't solved. You can read the change-log here (viewtopic.php?f=96&t=26025).