I have noticed that R only uses one core while executing one of my programs which requires lots of calculations. I would like to take advantage of my multi-core processor to
On this question you always get very short answers. The easiest solution according to me is the package snowfall, based on snow. That is, on a Windows single computer with multiple cores. See also here the article of Knaus et al for a simple example. Snowfall is a wrapper around the snow package, and allows you to setup a multicore with a few commands. It's definitely less hassle than most of the other packages (I didn't try all of them).
On a sidenote, there are indeed only few tasks that can be parallelized, for the very simple reason that you have to be able to split up the tasks before multicore calculation makes sense. the apply
family is obviously a logical choice for this : multiple and independent computations, which is crucial for multicore use. Anything else is not always that easily multicored.
Read also this discussion on sfApply and custom functions.