There are a couple of options in R, if you want to utilize multiple cores on your machine. These days my favorite is doMC package, which depends on foreach and multicore packages.
in the section below squareroot for each number is calculated in parallel. Check the vignette for more complicated example. In practice, if you need to iterate through a large data structure and there is no escape from that, this package makes things considerably faster depending on how many cores you have access to in your machine.
> library(doMC) > registerDoMC() > foreach(i = 1:3) %dopar% sqrt(i) []  1 []  1.414214 []  1.732051
you can also choose how the resulting data structure is combined
> library(doMC) > registerDoMC() > foreach(i = 1:3,.combine="rbind") %dopar% sqrt(i) [,1] result.1 1.000000 result.2 1.414214 result.3 1.732051