One of the major enhancements that Microsoft has accomplished is enhancing the parallelism in many .Net class library. that is making things much faster and using the hardware in more effective way. in .Net 3.5 and earlier versions of .Net framework, wee have to using Threads to accomplish the same job. Actually .Net 4.0 is using Threads but that is internally at the .Net class library and it will be hidden from your code which is making your life much easier.
The new Parallelism feature of ..Net framework categorized into one of the folllowings:
1) Task Parallel:
including parallel implementaion for FOREACH and FOR loops letting you define the concurrent, Async tasks without working directlying into threads thing,
2) Parallel LINQ (PLINQ):
Significantly improves the performance of LINQ.
3) Data Structure for Parallel Programming:
including a high performance collection of classes with lock-free and at the same time it is thread safe including lightweight objects.
4) Tools to facilitate the Parallel Programming:
like debugger windows for tasks and parallel stacks.