Matlab and gridMathematica have announced support for Windows Compute Center Server 2003.
References on HPC with Matlab/gridMathematica:
MathWorks Press Release supporting CCS
Compute Cluster Server and MatLab Integration – technical Information
Microsoft webcast on gridMathematica:
Abstract from session at London Mathematica HPC 2007 conference by Antonio Zurlo on gridMathematica and CCS (download file is garbled right now, I have a copy.): http://www.wolfram.com/services/seminars/london2007/abstracts.html