For linux/ubuntu users, you need to install two packages (alternatively use the synaptic package manager)
sudo apt-get install libopenmpi-dev
sudo apt-get install openmpi-bin
For OS X users, install brew (after having installed xcode and gcc, needed for the gfortran compiler of openmpi) and then install with brew
brew install openmpi
When running an executable (code.x), run as
mpirun -n 10 ./code.x
where we indicate that we want the number of processes to be 10.