Sounds like you're off to a good start with it! You are correct, you do need to define as many worker thread objects as you will need to run simultaneously. In one commercial app I have, I have ten.

Here's a quick example where a form is responsible for sending an email and can use up to 2 threads to do it.

Form's Load()

*--Create the worker objects for sending threaded mail.
This.m_oWorker1=CREATEOBJECT('VFPMTAPP.Worker.1')
This.m_oWorker2=CREATEOBJECT('VFPMTAPP.Worker.1')

*--The worker threads will call ThisForm.OnMailSent when the work is done
This.m_oWorker1.SinkNotified(This,"OnMailSent")  
This.m_oWorker2.SinkNotified(This,"OnMailSent")  

Part of the form's send mail button click()

IF ! ThisForm.m_oWorker1.Running
  *--NOTE: this thread calls a Multi-threaded DLL created in fox. 
  *--Send the parameters via array.
  =ThisForm.m_oWorker1.Run("SendSocketMail.SendSocketMail","SendMail",@laMailParms)
ELSE
  *--Try using the 2nd thread. 
  IF ! ThisForm.m_oWorker2.Running
      =ThisForm.m_oWorker2.Run("SendSocketMail.SendSocketMail","SendMail",@laMailParms)
   ELSE
      =WriteToLog("*ERR* All worker threads were already running. Could not send mail.", .T.)
   ENDIF  
ENDIF