You are confused.
The R (and before it, S) internals are single-threaded, and will almost surely remain single-threaded. As I understand it, Duncan Temple Lang's PhD work was about overcoming this, and if he can't do it...
That said, there are pockets of multi-threadedness:
First off, whenever you make external calls, and with proper locking, you can go multi-threaded. That is what the BLAS libraries MKL, Goto/Open BLAS, Atlas (if built
multithreaded), ... all offer. Revo R "merely" ships with (Intel's) MKL as Intel happens
to be a key Revo investor
If you are careful about what you do, you can use OpenMP (a compiler extension for multi-threading). This started with Luke Tierney's work on pnmath and pnmath0 (which used to be experimental / external packages) and has since been coming into R itself, slowly but surely.
Next, in a multicore world, and on the right operating system, you can always
fork(). That is what package multicore pioneered and which package parallel now carries on.
Last but not least there is the network / RPC route with MPI used by packages like Rmpi, snow, parallel, ... and covered in HPC introductions.