Matthew has written a great guide getting going with MPI on .NET, using F#. Here's an excerpt:

In my previous post, I looked at some of the options we have for concurrency programming in .NET applications.  One of the interesting ones, yet specialized is the Message Passing Interface (MPI).  Microsoft made the initiative to get into the high performance computing space with the Windows Server 2003 Compute Cluster Server SKU.  This allowed developers to run their given algorithms using MPI on a massive parallelized scale.  And now with the Windows Server 2008 HPC SKU, it is a bit improved with WCF support for scheduling and such.  If you're not part of the beta and are interested, I'd urge you to go through Microsoft Connect.  ...