Можно через ThreadPool:
''''Class взят из MSDN (Help)

Public Class IsThreadPool

Shared Sub Main()
Dim autoEvent As New AutoResetEvent(False)

Dim regularThread As New Thread(AddressOf ThreadMethod)
regularThread.Start()
ThreadPool.QueueUserWorkItem(AddressOf WorkMethod, autoEvent)

' Wait for foreground thread to end.
regularThread.Join()

' Wait for background thread to end.
autoEvent.WaitOne()
End Sub

Shared Sub ThreadMethod()
Console.WriteLine("ThreadOne, executing ThreadMethod, " & _
"is from the thread pool? {0}", _
Thread.CurrentThread.IsThreadPoolThread)
End Sub

Shared Sub WorkMethod(ByVal stateInfo As Object)
Console.WriteLine("ThreadTwo, executing WorkMethod, " & _
"is from the thread pool? {0}", _
Thread.CurrentThread.IsThreadPoolThread & _
" " & Thread.CurrentThread.GetHashCode.ToString)

' Signal that this thread is finished.
DirectCast(stateInfo, AutoResetEvent).Set()
End Sub

End Class