How do I permanently set the affinity of a process?

You can create a shortcut to assign affinity.

X:\Windows\System32\cmd.exe /C start /affinity Y game.exe

Y is hexadecimal and is a bit mask:

0x1 - 0001 - Core0
0x2 - 0010 - Core1
0x3 - 0011 - Core1 & Core0
0x4 - 0100 - Core2
0x5 - 0101 - Core2 & Core0
0x6 - 0110 - Core2 & Core1
0x7 - 0111 - Core2 & Core1 & Core0
0x8 - 1000 - Core3
0x9 - 1001 - Core3 & Core0
0xA - 1010 - Core3 & Core1
0xB - 1011 - Core3 & Core1 & Core0
0xC - 1100 - Core3 & Core2
0xD - 1101 - Core3 & Core2 & Core0
0xE - 1110 - Core3 & Core2 & Core1
0xF - 1111 - Core3 & Core2 & Core1 & Core0

If by "non software" you mean not requiring additional software, there is. You can run the program from a command script and use the affinity switch "Start /AFFINITY 20 process.exe"

/AFFINITY 20treats the 20 as a hexidecimal number, with a binary equivalent of 100000, which sets affinity to core 5 out of 0-5 on a 6 core processor. A similar hex mask will let you disable a specific core, such as E, which only runs the process on cores 1-3 out of 0-3 or 0-5.

For anyone else looking for answers to this and not finding any, the solution I found was to use an app called WinAFC (or AffinityChanger). This is a partial GUI, partial command line app that allows you to specify profiles for certain executables, and will poll the process list for them. If it finds matching processes, it will change the affinity of those processes according to the settings in the loaded profile.

There is some documentation here: http://affinitychanger.sourceforge.net/

For my purposes, I created a profile that looked like this:

TestMode = 0
TimeInterval = 1
*\convert.exe := PAIR0+PAIR1

This profile sets any convert.exe process to use the first two CPU core pairs (CPU0, CPU1, CPU2, and CPU3), polling every second. TestMode is a toggle that allows you to see if your profile is working without actually setting affinities.

Hope someone finds this useful!