Juval wrote a very cool article(registration required) about implementing the BackGroundWorker component found in VS.Net 2005 in C# today. Just for the heck of it (and because I needed to), I implemented this component (the article only shows some of the code needed to make this work).
If you don't know what the BackgroundWorker component is, it's a simple class really, that allows you to do asynchronous multi threaded operations in your winform apps with much less hassle than needs to be. I wrote about these problems in my blog as well. Juval shows how to implement it with ease and explains lots of the concepts regarding multi threading along the way. Very interesting and already very helpful in a project I'm working on.