Thanks for the interesting link to high-speed computing.
I can't speak specifically for Zerene, but as a general principle, it's usually quite difficult to write software to function efficiently with a large number of CPUs. Many tasks simply can't be "parallelized" very much partly because it may be impossible to break the task up into many small pieces. Also, it's usually quite a bit harder to write software that will work efficiently on "supercomputers" like the one in your most interesting link.
If you have a multiple-core PC, such as an Intel i7 or better machine, with appropriate monitoring software you can learn if software you're using is taking advantage of the multiple "cores" in a Windows/Intel PC. I've noticed that some Photoshop CS6 tasks will use multiple cores, but most of the built-in CS6 tasks only use 1 or at most 2 cores.
Also keep in mind a semi-humorous but realistic definition of a supercomputer: a supercomputer is a computer that is limited by its input/output (I/O) speed. It doesn't do much good to have a lot of eager CPUs/cores if you can't feed them data fast enough!
Another interesting option in modern affordable computing is to use high-performance consumer video cards to execute some parts of the computational tasks. A higher end card has many parallel processing units and components, and can sometimes run much, much faster than a general-purpose CPU. On Wall Street, for example, some of the high-frequency traders use this type of hardware instead of supercomputers. Of course modern video games use the heck out of these video card components to keep their frame rates up, etc.
ZS seems to happily use all 8 cores in my laptop, though still only about 2/3rds of the total processing power available. I tried increasing the priority of the processes in Task Manager (inc Java) but it made no obvious difference.
The laptop is about 25 times faster than the PC I was using before, so it'll do, for now.