PLINQ was added in the .NET 4.0 Framework as an extension to LINQ.
PLINQ is LINQ executed in Parallel, that is, using as much processing power as you have in your current computer.
If you have a computer with 2 cores like a dual core processor you'll get your Language Integrated Query operators do the work in parallel using both cores.
Using "only" LINQ you won't get as much performance because the standard Language Integrated Query operators won't parallelize your code. That means your code will run in a serial fashion not taking advantage of all your available processor cores.
There are lots of PLINQ query operators capable of executing your code using well known parallel patterns.
Take a look at my blog post in which I show the speed up you get when you run a simple LINQ query in Parallel using the AsParallel extension method:
Parallel LINQ (PLINQ) with Visual Studio 2010/2012 - Perf testing
If you want to go deep using PLINQ, I advise you to read:
Patterns for Parallel Programming: Understanding and Applying Parallel Patterns with the .NET Framework 4