The best way to set a CPU affinity permanently on Windows is to use Process Lasso. The custom CPU affinity will be applied each time the process is run.

Alternatively, if you want to start a program at a specific CPU affinity once, you can use cmd.exe’s Start command:
start /affinity 0x0000000000055500 notepad.exe
When run from the Start Menu, you would need to include the command shell (cmd.exe), for example:
c:\windows\system32\cmd.exe /C start /affinity 0x0000000000055500 notepad.exe