Going forward, I am hoping to write at least one post per week about PLINQ.  Since this is really the first one, it seemed like a good starting point would be going over how to get setup with the bits.  Keep in mind that PLINQ is currently available as a CTP.  The most recent version is the December 2007 CTP.  Although I haven't experienced any problems, you should remember that it is still in a pre-release status.  In other words, don't go installing it onto critical environments.

You can download the CTP here.  It should be noted that PLINQ requires .NET Framework 3.5 and Visual Studio 2008.  Windows Server 2003, XP, and Vista are the only supported OSes.  Hopefully, you aren't trying to install it on Windows 95 or you have bigger problems.  There are two files to download:  ParallelExtensions.zip and ParallelExtensions_Dec07CTP.msi.  Obviously, the msi file will install the bits on your machine.  The zip file contains the API documentation. 

Before you even open up Visual Studio, I strongly recommend reading through the API documentation.  It also contains an overview of the different ways to leverage PLINQ as well as some of the concepts behind it.  There isn't a huge amount of information, but it is a good primer that helps point you in the right direction.  I think it is rather commendable of the Parallel Programming Team to provide this type of documentation with their first CTP.  I have worked with some CTPs that didn't give you anything to go on in terms of documentation.

When you get ready to fire up Visual Studio, you will need to add a reference to the System.Threading assembly.  After your reference is added, the fun stuff is contained within System.Linq, System.Linq.Parallel, and System.Threading.  You may find it helpful to peruse the assembly with Reflector to get an idea of the classes and their relationships.

Enjoy!