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
As David Heffernan said, take a look at the Blog of revolution Analytics. But you should know that most packages are for Linux. So, if you use windows it will be much harder. Anyway, take a look at these sites:
Revolution. Here you will find a lecture about parallerization in R. The lecture is actually very good, but, as I said, most tips are for Linux.
And this thread here at Stackoverflow will disscuss some implementation in Windows.