C# Execute Method (with Parameters) with ThreadPool

Pretty much the same way, but use a WaitCallback passed to ThreadPool.QueueUserWorkItem:

var numThreads = 20;
var toProcess = numThreads;

var resetEvent = new ManualResetEvent(false);

for (var i = 0; i < numThreads; i++)
{
    ThreadPool.QueueUserWorkItem (
        new WaitCallback(delegate(object state) {
        Do_SomeWork(Parameter1, Parameter2, Parameter3);
        if (Interlocked.Decrement(ref toProcess) == 0) resetEvent.Set();
    }), null);
}

resetEvent.WaitOne();