VS 2008 Do Something On Each Item In Listbox And Multi Thread

this is going to be hard to explain but ill try. Question 1. Ok i have a list box with a few items, What i want for this example is to click a button and it will start on the first item and do: MsgBox ("this is item blah blah blah") then after that it will go to the next item and do the same and then the next and so on untill all have been done. The "blah blah" should be the item so if item was to say "hello" then the msgbox would say "this item is hello" I know this would be a lot of msgboxes to close, like if 50 items then thats 50 msgboxes to close, this is just for the example.

Question 2. Ok this is where ive tryed to learn but find it really hard (multithreading) Im wanting all to be multithreaded so all work at the same time, ive tryed a few times but the only way i see it is having a **** load of subs, like if i want it to use 10 threads then ill have to add the same code 10 times or somet, im not sure.

i have attempted all this and failed big time as my way was to get the first item and use that then remove it from the listbox BUT... with it being quite fast the 2nd 1 and 3rd 1 used the same item befor it was removed and to be honest i dont really want them removed. so my attempts took like 2-3 days that was a waste of time really. I Know this is a lot to ask but im in real need of it and these 2 things have driven me half mad.