The first of a series of articles on threading is up on Microsoft Systems Developer Network Magazine:
Scalable Multithreaded Programming with Thread Pools
This article is a gentle introduction on how to get better CPU performance with little effort. If your application is fairly CPU intensive, it’s usually fairly easy to make it multiprocessor friendly by using a little preprocessor magic to instruct the compiler that an operation can be run on multiple threads. Discusses C# and C++ multithreaded programming.