The OpenMP standard 3.0 (released almost four years ago, already superseded by 3.1) introduced the concept of "collapsed for loop parallelisation". This looks as follows:
#pragma omp parallel for collapse(3) for (int k=0; ...) for (int j=0; ...) for (int i=0; ...) { ... loop body...
Without the "collapse" directive, only the outermost loop is parallelised. The "collapse" directive specifies that all three loops can be parallelised. This can improve performance, in particular if there are many threads, if the k loop is small, or if the looping region is a very deformed rectangle.
-erik