"Can you suggest a Linux distro with smp support out of the box?"
Unfortunately I don't know of any. Here is SuSE's explanation of how to compile a SuSE kernel with SMP support.
http://portal.suse.com/sdb/en/1997/07/maddin_smp.html
As far as kernel compiles go it is fairly easy. However if you have never compiled a kernel the first time is always rough.
I also tried a few googles and found no Linux distro with smp support out of the box.
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Steve Stites