Virtual Box, VMware player, etc. to quickly get started with MPI and OpenMP programming.
The StarHPC virtual machine comes with the following
OpenMPI and OpenMP compilers, headers, etc.
Eclipse Parallel Tools Platform 1.1
Photran Development Tools (Fortran in Eclipse)
If you'd like to run parallel MPI code on a cluster of virtual machines on Amazon EC2 have a look at the StarCluster project.