3dvolreg is not OpenMP-ized -- it is so fast already that it wasn't worth the effort to retrofit it.
Try typing something like
3dAllineate -help
(or use 3dLocalstat, or 3dREMLfit, or a bunch of others that ARE OpenMP-ized). The end of the help output should tell you if the program is compiled for OpenMP.
The Xft errors are coming from a missing XFreeType library, which might actually be present on your system but not in a 64-bit mode. I don't recall offhand where to get Xft from on the Web, though.
If you are compiling yourself, which compiler are you using. I believe that the Apple C compiler no longer supports OpenMP, and you'll have to install gcc to get OpenMP to work.