library(mvtnorm)
makedat = function(n,mean,var,delta){

   rmvnorm(n,c(mean,mean+delta),matrix(c(var,.6*var,.6*var,var),ncol=2))
}

runsim = function(nsim,n,mean,var,delta){
   nsig = 0
   for(i in 1:nsim){
      dat = makedat(n,mean,var,delta)
      if(t.test(dat[,1],dat[,2],paired=TRUE)$p.value < 0.05)nsig = nsig + 1
      }
   nsig / nsim
}

print(system.time(res <- sapply(seq(20,200,by=10),function(n)runsim(1000,n,.3,.3^2,.1))))

library(multicore)
print(system.time(res1 <- unlist(mclapply(seq(20,200,by=10),function(n)runsim(1000,n,.3,.3^2,.1)))))