If you work with C#, the book "C# 2008 and 2005 threaded programming", by Gaston C. Hillar - Packt Publishing - http://www.packtpub.com/beginners-guide-for-C-sharp-2008-and-2005-threaded-programming/book , will help you.
Highly recommended for C# programmers, because you can download the code with funny examples that exploit your multicore computer.
The book is a nice guide with a lot of code to practice. It tells stories while it explains the most difficult concepts.
