Matlab 2007a was the 1st be mult-threaded and thus "like" more then one core/cpu.
As to distro go for Ubuntu simplest way in all fairness. Since they have a corporate backing alot of dev goes into making it very user-friendly and support alot out of the box.
At the end of the day all distro's are basically the same (the 2.6.# kernel dev change helped this alot) and since now are all pretty much internet-based and updated regually this also help's
which leave the differences very small between distro's limited to the likes of package-management (rpm,deb,tgz...), init scripts, customs apps for config...
I can jack into any linux box and do GNU/Linux stuff because they are all the same, specific distro package management and such will take a bit of poking to figure out simply because they are all GNU/Linux