A program will always use as much CPU and network bandwidth that it can, there is really no way to just right click it and say "use more cpu".
If you feel that a program is going too slow then it is because of something that is slowing it down. When transferring files it can be either your local HD or the remote HD or other activity on the network limiting what you can use.
If this is a game then the GPU can be slowing the program down by not processing it's share of the workload fast enough.
Or maybe your CPU is too busy with other programs.
The only way to really make a program use more CPU and get more work done is to try to identify it's bottlenecks and remove them. If drive performance is an issue, go SSD and or RAID for example, if GPU performance is an issue, then a new video card may help.
Course the program could also be badly written and nothing will really help. But unless you have access to the source code and are a coder, you can't just go in and "fix" it
P.S. If we know what the program is and/or what it is trying to do, maybe more specific help can be given