Multithreading is often a difficult concept to explain, but I've seen this excellent explanation over on gamasutra, "OMG, Multi-Threading is Easier Than Networking".
Finally a good use for cats.
Of course, anyone who wants some quick boosts from multithreading should take a closer look at OpenMP. This technology is seriously under-rated. And since MSVC supports it out of the box now, there really isn't any good reason to not use it.
Intel pushes their Threaded Building Blocks pretty hard, but I don't much see the point of it. I don't want my applications to scale so much anyway (the only real benefit as far as I can see). At some point MPI just makes more sense. And of course OpenCL if it lives up to its promises..