Make sure you set your mobo to run in 8x/8x mode (if need be). Depends on mobo & chipset if you need to do anything, set a jumper, etc.
Make sure the SLI bridge is in place connecting the two cards.
Make sure SLI is enabled in Nvidia control panel
Make sure the COD4 game profile is not set to "single card" SLI mode.
Crank your detail settings to max, enable 4xaa/16xaf, compare sli enabled to sli disabled at those settings.
Try the latest beta drivers. I run the Win XP 32-bit 171.23 drivers from Guru3d.http://downloads.guru3d.com/ForceWare-171.23-XP-(32-bit)-download-1852.html
An X2 5600+ may limit SLI gains, but you should still be able to crank eye candy and see a difference. Is the CPU overclocked?
If you still get zero performance increase, try the slizone forums. http://forums.slizone.com/