Computers can indeed work together and compete with so called "Super-Computers" that cost hundreds of millions, if not billions of dollars. Of course there are issues regarding to what use these machines can be put towards... On one hand, the fastest supercomputer in the world is now being used to more accurately anaylse weather patterns through the world (Earth Simulator). On the other, most of these machines were initially developed for nuclear weapons development. However, everyday research in chemistry, biology, and physics can be greatly aided with super-computers. Recently, the cooporation between massively parallel networks of much lower powered CPUs has indeed enabled processing power equal or better than that of the afformentioned behemoths. An unusual example is work being done at the University of Illinois. Playstation Supercomputing is indeed a reality, with gigaflop performance for only $50,000. Desktop systems can also contribute to supercomputing efforts. Currently, I have my systems networked to a grid based distributed computing system for the last three years. Together, with thousands of other systems, much computing power has been put into cancer, anthrax, smallpox, and human genome research. You too can particpate here: Grid.org

Lastly, if you or your company wishes to acquire the use of a supercomputer, distributed networking is available for hire, something previously not possible without building your own.
Distributed Computing