I used multiple threads in a few programs, but still don\'t feel very comfortable about it.
What multi-threading libraries for C#/.NET are out there and which advantages
You might want to look at the series of articles about threading patterns. Right now it has sample codes for implementing a WorkerThread and a ThreadedQueue.
http://devpinoy.org/blogs/jakelite/archive/tags/Threading+Patterns/default.aspx