Oh yee of little faith!
What you describe is BeoWulf!
Linux has this where multiple systems work in parallel with one another. The programs are developing and BeoWulf has long since been stable and out of beta.
I think "mandrake" 6.1 and higher gives you all the software needed to "parallel" multiple systems. Linux also supports SMP (multiple CPU`s) *natively*!
But...if you wish your Micky$oft O/S to have these capabilities..you`ll have to wait...Micky$oft is in court...and jumping in the sack with AT&T...