The Microsoft TechNet WIKI has posted a Do It Yourself guide to building an HPC cluster that consists of three or more nodes.
“This guide describes how to build a small Windows HPC cluster that you can use to run your parallel software applications, cluster-enabled Microsoft Excel workbooks, or service-oriented architecture (SOA) based applications. This guide is intended for those of you out there who do not have an IT department to set up a cluster for you, and so you need to do it yourself. After you complete the steps in this guide, you will have a cluster that is ready for you to install applications and start running jobs. Many parallel computing software applications provide documentation about how to install their software on a Windows HPC cluster.”