ParallelFx has been around for quite a long time now (first CTP was released on December, 2007). Up until now it was a separate library, labeled as an extension and thus bundled in its own assembly. However, today, ParallelFx developers announced on their blog that the final ParallelFx version should be available as an official part of the upcoming .NET 4 framework.
In addition, with the PDC near the corner, informations are beginning to filtrate about C#4. As can be seen on several videos on Channel 9 (this one particularly), the C#4 design team is seriously planning to add language features that will help programmers do multi-threaded and concurrent programs.
Most noticeably, Anders speaks, around 5:30, about compiler-enforced purity (which can be already found in other imperative language like D) and automatic isolation of objects (I suspect it's a sort of STM where object manipulations are bundled in separate transaction).
Both of them also make very good points about the difficulty for compilers to assert that a piece of code is parallelizable. Since even experienced programmers can make mistakes about the thread-safety of their code, it appears hard for compiler to automagically assure that a piece of code is indeed side effect free in a imperative world like C# (a problem that language like Haskell don't know, being pure by default). I also like the position of Anders about C# as an hybrid imperative/functional language.
/me is looking forward to PDC for more parallel goodness and to start implementing these features in Mono ;-) .