I need some help understanding multithreaded DLL's. Could someone please shed some light on them?

I have an application that needs to run a couple of foxpro programs at timed intervals. The user can pick the intervals and the programs can take varying times to run. It's possible that they may want to run at the same time. I'm wondering if I can make the two programs into MTDLL's and then run them at the same time while calling them from a third program.

-Don