LAPACK doesn't do matrix multiplication. It's BLAS that provides matrix multiplication.
If you have a 64 bit operating system, I recommend to first try a 64 bit version of BLAS. This will get you an immediate doubling of performance.
Secondly, have a look at a high-performance implementation of BLAS, such as OpenBLAS. OpenBLAS uses both vectorisation and parallelisation (ie. multi-core). It is a free (no cost) open source project.
Matlab internally uses the Intel MKL library, which you can also use with the Armadillo library. Intel MKL is closed source, but is free for non-commercial use. Note that OpenBLAS can obtain matrix multiplication performance that is on par or better than Intel MKL.
Note that high performance linear algebra is generally easier to accomplish on Linux and Mac OS X than on Windows.