I dont think u can really perform true threading in DB or DBP, the internals of the compiler would have those features tho at a later optimised stage.
Imagine 2 strings with knots in them side by side.
each knot is a command and each length of string is a thread of code.
instead of the computer engaging one instruction on one string it performs 2 instructions, 1 on each string at the same time.
Mike mentiones hyper threading which is another level up again it seems with multiple cpus and cpus that can have more than one pipeline.
google
has heaps of info and a good directory
http://www.google.com/search?num=30&hl=en&lr=lang_en&ie=UTF-8&oe=UTF-8&safe=off&q=multithreading&spell=1
http://directory.google.com/Top/Computers/Programming/Threads/?tc=1
http://www.lunarpixel.com/ is my new site