I’m guessing that you don’t have MS HPC 2008 SDK installed. The HPC SDK includes MSMPI. You should be able to download the HPC SDK HERE. Once installed the compilers will be able to find the library.
Microsoft’s mpiexec will only launch jobs on the local node. To launch jobs across a cluster, you need to use the “job submit” command. We have a white paper which shows the basic usage, http://www.pgroup.com/lit/whitepapers/pgi_whitepaper_unix2win.pdf. Though, the paper assumes that you have your HPC Cluster Manager configured correctly. For help with the HPC Cluster Manager, I would need to refer you to Microsoft.
I am working on a dual quad core system running Xp(not part of a cluster), is there no way I can utilize the processors without Microsoft HPC 2008 or similar?
Microsoft HPC 2008 is needed if you wish to use MSMPI. Though, MPI isn’t the only way to parallelize an application. You could try using OpenMP (see Chapters 5 and 17 of the PGI User’s Guide, or let the compiler try to parallelize the code for you using Auto-parallelization (-Mconcur).