Populating Drop Down List From Another Thread In ASP.NET?

I have multiple drop down lists on a page. They all contain list of countries. So in the background I am getting countries from database and caching them. I would like to populate those drop down lists from another thread. I am also using AJAX controls so I wanted that it all happens at the same time. And also after a user selects a country I want that towns from that country show to the user, and I want that getting towns happens also in another thread so that user can fill other controls while the list is not yet loaded.

I have read somewhere that I should give Page as a parameter to that thread and then find that drop down lists and populate them. But that is not working.

Here is a function that is called when another thread starts:

protected void GetCountries(object o)
{
if (Session["Countries"] == null)
{

[Code]....