Early supercomputers used parallel processing and distributed computing and to link processors together in a single machine. Using freely available tools, it is possible to do the same today using inexpensive PCs - a cluster. Glen Gardner liked the idea, so he built himself a massively parallel Mini-ITX cluster using 12 x 800Mhz nodes.
The machine runs FreeBSD 4.8, and MPICH 184.108.40.206. After working with his machine and running some basic tests, Glen's cluster looks to be equivalent to at least 4 (maybe 6) 2.4Ghz Pentium IV boxes in parallel on a similar network - achieving a performance of around 3.6 GFLP. With the exception of the metalwork, power wiring, and power/reset switching, everything is off the shelf. Rather impressive we'd say - though he *is* root on a 1.1 TFLP 528 CPU monster, the 106th fastest computer in the world...
MPICH Site: http://www-unix.mcs.anl.gov/mpi/
You can even do this with Windows machines. If I had the resources and time, I would create my own supercomputer. You could build some cheap ($300) Athlon XP 2000+ computers. Five of them would cost around $1500, and it would be the equivelant to a 8-10 Ghz system. This would be pretty sweet. I think you might be able to get the best performance if you were to use a couple of Dual processor systems with Gigabit ethernet connecting them.