I find that IIS on the hosting company manages\pools the requests and in return so does the IIS locally on my XP machine. WCF also using object pooling to make sure only get one request timeout every day for the service which i think is down to IIS communicating
via named pipes to my WCF Windows Service [WCF Issue].
This only works for my mind as sometimes having more than 10 threads doesn't mean executing work gets done faster!
In summary MSDN patterns & practices is your friend