Here is a very brief introduction on how to build a Windows Hpc Cluster and various ways to developing applications on this platform.

Part I - Building A Windows Hpc Cluster

1. Build Hpc Cluster Head Node
- OS: Windows Server 2008 x64, Standard/Enterprise/Hpc Edtion
- Hpc Pack 2008 (head mode installation)
- Configure Network etc.
- Add Cluster Admin Group/User

2. Build Hpc Cluster Compute Node
- OS: Windows Server 2008 x64, Standard/Enterprise/Hpc Edtion
- Hpc Pack 2008 (compute mode installation)
- Add Cluster Admin Group/User

3. Build Hpc App Dev Node
- OS: Windows XP, Windows 2003, Windows Vista, Windows 7
- Hpc Pack 2008 (Client Utilities)
- Visual Studio 2005/2008
- Hpc Pack 2008 SDK

more info see Degisn & Deploy Guide for Windows Hpc Server 2008.

Part II - Writing Hpc Programs

1 MPI

- Programming Model for typical Cluster system(distributed memory system/shared nothing(disk) system)
Classic Hpc Programming Using Visual C++(Doc, Code)
MPI Programming on HPCS

2 WCF

- Programming Model using WCF/HPC, suitable for embarrassingly parallel problems.
From Sequential to Parallel Code Using Windows Hpc (Doc, Code)
SOA Programming on HPCS

3 Raw Job Scheduler

Job Types:

- Parallel Task Job: same bin, communicating among tasks

- Parametric Sweep Job: same bin, no communication among tasks
- Task Flow Job: different bin, dependencies(DAG) among tasks

Job Scheduler Programming
Job Management on HPCS
Job Scheduling on WCCS2003
Job Manager Doc

[Reference]

Hpc Pack @ MSDN
Hpc Pack SDK @ MSDN
Hpc Dev Resources @ MsHpcHome