Wow. Everyone is being so vague.
Yes you can do this. This is what server CPUs are for. The intel Xeons and the AMD Opterons (socket F or G34). However, they are much more expensive and the motherboards are also much more expensive. Not to mention that the clockspeeds are typically lower than the desktop counterparts. AMD even has a single 12 core CPU for server socket G34 but the fastest operates at 2.4GHz. You will also need server memory. This memory has ECC (error correction).
http://www.newegg.com/Store/SubCategory.aspx?SubCategory=727&name=Processors-Servers
http://www.newegg.com/Store/SubCategory.aspx?SubCategory=302&name=Server-Motherboards
You cannot use regular desktop CPUs for this purpose, even if you get a server motherboard with compatible sockets. Desktop CPUs do not have that extra bit that allows for communication between two or more CPUs.
I personally recommend you keep what you have now if you are not experiencing any problems. There is no point in wasting money. Besides, both AMD an Intel will have desktop processors with 8 cores by the end of 2011