You need to run big simulations or experiments with many repetitions (e.g. bootstrapping)? Then you need big computational power. You don't want to spend huge money on one big and expensive computer?
There are many computations, called embarrassingly parallel, because each run or iteration is independent from others and in principle all could run in parallel. Therefore, instead of spending huge bucks on a huge machine, you could rather decide on many cheap computers and have them compute in parallel. The computers are connected in a network and run Linux. This is called a beowulf.
In the next chapters we will see an example of some hardware with actual prices (in euros). In subsequent chapters, we will deal with issues of installation and configuration. In the end we come to running processes in parallel using matlab and R.