OpenMPI already installed in OS X?
Neither mpicc nor mpirun are installed on a stock Mountain Lion system nor present with Xcode v5 or lower.

The homebrew packaging system has a trivially simple install (v2.0.1):

brew install open-mpi 


You could also build your OpenMPI from code:


https://sites.google.com/site/dwhipp/tutorials/installing-open-mpi-on-mac-os-x


It appears from this article, that Lion dropped the inclusion of a build of OpenMPI - but I'd go with the instructions above rather than the MacPorts version if you don't already use MacPorts.