Q:

Do I need to install any additional library to use Array.Parallel.map in F# running on Mono?

I built mono-2.10.2 from source and installed the fsharp packages from http://fsxplat.codeplex.com/. But I have this program which runs without error on Windows but not on Linux/Mono. It complains about the following error:
error FS0039: The value, onstructor, namespace or type 'Parallel' is not defined
The parallel extensions seem to be still missing.

A:

In principle, no. 
I have installed Mono 2.10.4 package release which includes F# package by default. Parallel extensions are working fine so I can use Array.Parallel.map.
In your case, my guess is that fsharp package is outdated and doesn't include parallel extensions. You should install F# from source by using the up-to-date and Mono-friendly version in github. A detailed instruction of doing so could be found here.

