http://msdn.microsoft.com/msdnmag/issues/03/06/Threading/
Summary:
The trick here is to implement IHttpAsyncHandler in a page's codebehind class, prompting ASP.NET to process requests not by calling the page's IHttpHandler.ProcessRequest method, but by calling IHttpAsyncHandler.BeginProcessRequest instead. Your BeginProcessRequest implementation can then launch another thread. That thread calls base.ProcessRequest, causing the page to undergo its normal request-processing lifecycle (complete with events such as Load and Render) but on a non-threadpool thread. Meanwhile, BeginProcessRequest returns immediately after launching the new thread, allowing the thread that's executing BeginProcessRequest to return to the thread pool.