I use NX Nastran, which is almost the same thing as MSC but not exactly.
For parallel processing I use the command "PARALLEL". This can be inserted in one of several places. You can put it in the analysis deck (which I think is your bdf file) as one of the first few lines in the file, in which case it would be written like this:
NASTRAN PARALLEL = N
where N = number of processors. I have it in my configuration file, which I think is called "conf.rcf". In that file, it is written as "PARALLEL=2".
There is another thread on this topic here:
I'm not aware of any limitations on, or problems with, parallel processing in Nastran. Nevertheless, I recommend referring to the Nastran documentation to make sure and to get more information. I refer to it all the time, especially when trying out a feature I haven't used before, and occasionally stumble across some helpful tidbit that I never knew before, or pitfall I didn't know about.
Lastly, you can open Windows Task Manager to make sure all the processors are actually being used.