When I first posted this question I had strong coupling between my web service and application controller where the controller needed to open multiple threads to the service and
The absolute best way to archive in your scenario and technology would be having some kind of token between your web app / library against your web service and your controller needs to have a thread to check if there are new results etc. However please note that you will require to get the complete data back from your WS as it's merge can result in removed items from the initial response.
Or I still think that handling threads would be better from controller with the use of WCF Webservices