If you want to do this at scale (100s of nodes) then developing your own system is hard. You have to handle; nodes becoming unavailable, data replication to each node, tracking job progress.. It's a long list. You also need to consider the sort of communication you're going to require between your nodes. Remember that the cost of sending a message (data) from one thread to another is tiny compared to the cost of sending it to another machine across a network (even a fast one). You may have to completely rewrite your multithreaded application to run well on a distributed system, even to the point of using a completely different algorithm.
Hadoop
Microsoft had plans to commercialize Dryad as LINQ to HPC but this project was sidelined a while back (I worked on this project before I left Microsoft). I believe you can still get the final "public preview", but it's unsupported. The SQL team opted to work with the Hadoop/Hortonworks people on getting a Windows/Azure/.NET friendly Hadoop distribution off the ground. As far as I know the only thing they have delivered is HDInsight. A Hadoop service running in Azure.
There is now a Microsoft .NET SDK For Hadoop which will allow you to manage a cluster and submit jobs etc. It does not seem to allow you to write code that executes on the Hadoop nodes. You can however use the Hadoop streaming API. This is fairly low level but is language agnostic so you can pretty much use it to integrate map reduce code written in any language with Hadoop. More details on this can be found in this blog post.
If you want to do this as a smaller scale (10s of nodes) then I would look for something like MPI .NET. it looks like this project has been abandoned but something similar is probably what you want.