Sounds like a bit of a misnomer in the VB context, but it can be extremely useful. Here is a link to a short MS tutorial on how to do it.

http://msdn.microsoft.com/library/default.asp?url=/library/en-us/dnadvnet/html/vbnet09272002.asp

more links after the jump

http://msdn.microsoft.com/msdnmag/issues/03/02/Multithreading/
Mike Dubbs
Mike Adams