The Sax cluster was purchased through a DURIP grant from Army, entitled "A Laboratory for Distributed and Grid Computing". The cluster is used to develop Monte Carlo algorithms and software tools for distributed and grid-type computing environments. Monte Carlo is known for its high parallelization efficiency. The aim of this project, therefore, is to (i) develop effective Monte Carlo algorithms for a wider variety of problems, and (ii) to develop tools that enable easier use of Monte Carlo techniques on such environments.