I was reading a question about c# code optimization and one solution was to use c++ with SSE. Is it possible to do SSE directly from a c# program?
If you have a 'chunk' of work you want to do, the best bet is to write it in C++ using the MMX/SSE intrinsics and then make a very simple /clr managed C++ class that wraps your functionality and exposes it out as a .net class. Then your code can just use that assembly as if it were a normal class.
For more about the VC intrinsics you can look at this little ditty I wrote many years ago.
http://msdn.microsoft.com/en-us/library/0aws1s9k.aspx
Oh - I'm assuming you are actually wanting to use the parallel functions to speed something up. As others have pointed out - if you just want to move data in larger chunks and the like, the JIT already knows how to use SSE for those basics.