I suggest you read the chapter on Processes, Threads and AppDomains in Joe Duffy's book. Joe has a second book on concurrency in the pipe - but in the mean time Joe's first book has a pretty good treatment on the subject.

If you're into all things concurrent I'd strongly suggest Joe's blog:

http://www.bluebytesoftware.com/blog/

In many ways Joe's blog is shaping up to be the spiritual successor to Chris Brumme's CLR blog-of-legend.