Snow package from Cran
The "snow" package can be downloaded from http://www.stathy.com/cran/src/contrib/Descriptions/snow.html However, it looks like a binary version is not available for Windows (there's an explanation on the page ? some sort of difficulty compiling). You may be able to compile it yourself.
"Snow" shouldn't be necessary for any core functionality, it is just good to speed up long computations. In my experience half the battle of getting parallel processing to work is getting the underlying framework up and running on your individual system. What "snow" does is provide an interface between R and a framework like MPI or PVM on the host machine. I used Open MPI on my machine, though I don't know about it's availability on Windows. It can be downloaded from http://www.open-mpi.org/
Peter McMahan -- 06:21, 10 January 2008 (PST)