Reed Copsey, Jr. has been writing a great series of articles on parallelism with the .NET Framework 4. The articles provide the insights of an expert developer who has been using parallelism with .NET to speed up real-world programs. Recommended reading.

Parallelism in .NET

Introduction

Part 1, Decomposition 

Part 2, Simple Imperative Data Parallelism

Part 3, Imperative Data Parallelism: Early Termination

Part 4, Imperative Data Parallelism: Aggregation

Part 5, Partitioning of Work

Part 6, Declarative Data Parallelism

Part 7, Some Differences between PLINQ and LINQ to Objects

Part 8, PLINQ’s ForAll Method

Part 9, Configuration in PLINQ and TPL

Part 10, Cancellation in PLINQ and the Parallel class