R multi-cpu and 64 bit

Using SNOW, or MPI, or some careful batch programming to split up your
tasks across CPUs - yes.

This is the same sort of thing you'd likely face in Stata -- unless
they've invested a HUGE amount of effort in making threaded/parallelized
computations "easier".

It turns out that they have.  This is made easier for them by the 
relatively limited data model, but it is still pretty impressive.
The Stata people really do have a clue, surprising as this seems when you 
first look at their macro language (and even that improves on further 
consideration)

 	-thomas