static void Main() 
{
    Parallel.For(0, 100, _ => DoSomethingLongRunning());
}

static void DoSomethingLongRunning()
{
    // Something taking long time.
}

private static void Main(string[] args)
{
	// parallel tasks limit
	var maxThreads = 32;

	// 100500 URLs
	var urls = new Uri[] {
		// ...
		// ...
	};

	Parallel.ForEach(urls,
		new ParallelOptions { MaxDegreeOfParallelism = maxThreads },
		(url, state, i) => DownloadFromUrl(url));
}

private static void DownloadFromUrl(Uri url)
{
	// do it!
}

private static void Main()
{
    // parallel task limit
    var maxThreads = 32;

    // 100500 URLs
    var urls = new Uri[] {
        // ...
        // ...
    };

    var urlIndex = 0;
    var tasks = new LinkedList<Task>();

    while(urlIndex < urls.Length || tasks.Count > 0)
    {
        if(tasks.Count < maxThreads)
        {
            tasks.AddLast(
                DownloadFromUrlAsync(urlsIndex++]));
        }
        else
        {
            tasks.Remove(
                Task.WhenAny(tasks).Result);
        }
    }
}

private static Task DownloadFromUrlAsync(Uri url)
{
    throw new NotImplementedException("Implement it!");
}

if(tasks.Count < maxThreads)

if(tasks.Count < maxThreads && urlIndex < urls.Length)