This is final stage before the version of GPdotNET v1.0 be released. Almost all planned features where implemented, and additional testing will be implemented during next days. You can download a new version of the GPdotNET v0.95 at http://gpdotnet.codeplex.com, as well as corresponding source code.
Regarding the parallel processing some improvements is achieved, but it depends of various parameters. For every different GP parameters, you can get different processors time. The screen below shows one example. The GPdotNET is consuming about 90% of Quad Core processor.
Some benchmarks where performed with other similar tools, and give very interesting results, but this is not official, and it is not quality benchmark.
Bahrudin Hrnjica Blog 
Thank you for this new version:
+ it seems to be much faster!
– There seems to be a problem with the Excel export when you don’t have an English version – e.g. in German SQRT is WURZEL and IF is WENN and Excel doesn’t translate that. I think there must be some way around that. Perhaps saving the file first and then opening it separately? (because if you open English Excel files you don’t have these kinds of problems).
BTW: it still says V 0.9.0.0 in the about window.
Sorry but export functionality only works with English version of Excel application. But there is a solution. You can edit FunctionSet.xml file and replace english with german excel definition of the functions.