MPI or Message Passing Interface is the de facto standard for distributed memory programming. It is usually seen in scientific applications running on super-computers and written in FORTRAN, C, or C++.
Microsoft's MPI.NET is built upon the Windows HPC Server 2008. This version of Windows can be had with the Cray CX1 Supercomputer at a base price of $25,000, though a fully equipped one can cost over $60,000.
The Cray CX1 product incorporates up to 8 nodes and 16 Intel Xeon processors, either dual or quad core; delivers up to 64 gigabytes of memory per node; and provides up to 4 terabytes of internal storage. Systems can be configured with a mix of compute, storage and visualization blades to meet customers' individual requirements. The quiet, deskside supercomputer features Windows HPC Server 2008 and interoperates with Linux.
While it is designed to be run on a Windows HPC Server or Microsoft Compute Cluster Server, MPI.NET does support Windows XP for development. The MPI.NET Tutorial includes the detailed list of prerequisites.