Problem Solving Environments have a well established position as an essential tool for computational science. We focus our attention in this article on how to provide parallel computation capabilities to such environments that would allow for seamless access to hardware and software resources for numerical linear algebra. Instead of focusing on a particular implementation, we present an exploration of the design space of such an interactive environment and consequences of particular design choices. We also show tests of a prototype implementation of our ideas with emphasis on the performance perceived by the end user.