Simple MultiThread Safe Log Class

No, you're creating a new lock object every time the method is called. If you want to ensure that only one thread at a time can execute the code in that function, then move locker out of the function, either to an instance or a static member. If this class is instantiated every time an entry is to be written, then locker should probably be static.

public class Logging
{
    public Logging()
    {
    }

    private static readonly object locker = new object();

    public void WriteToLog(string message)
    {
        lock(locker)
        {
            StreamWriter SW;
            SW=File.AppendText("Data\\Log.txt");
            SW.WriteLine(message);
            SW.Close();
        }
    }
}

Here is a sample for a Log implemented with the Producer/Consumer pattern (with .Net 4) using a BlockingCollection. The interface is :

namespace Log
{
    public interface ILogger
    {
        void WriteLine(string msg);
        void WriteError(string errorMsg);
        void WriteError(string errorObject, string errorAction, string errorMsg);
        void WriteWarning(string errorObject, string errorAction, string errorMsg);
    }
}

and the full class code is here :

using System;
using System.Collections.Concurrent;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Threading.Tasks;

namespace Log
{
    // Reentrant Logger written with Producer/Consumer pattern.
    // It creates a thread that receives write commands through a Queue (a BlockingCollection).
    // The user of this log has just to call Logger.WriteLine() and the log is transparently written asynchronously.

    public class Logger : ILogger
    {
        BlockingCollection<Param> bc = new BlockingCollection<Param>();

        // Constructor create the thread that wait for work on .GetConsumingEnumerable()
        public Logger()
        {
            Task.Factory.StartNew(() =>
                    {
                        foreach (Param p in bc.GetConsumingEnumerable())
                        {
                            switch (p.Ltype)
                            {
                                case Log.Param.LogType.Info:
                                    const string LINE_MSG = "[{0}] {1}";
                                    Console.WriteLine(String.Format(LINE_MSG, LogTimeStamp(), p.Msg));
                                    break;
                                case Log.Param.LogType.Warning:
                                    const string WARNING_MSG = "[{3}] * Warning {0} (Action {1} on {2})";
                                    Console.WriteLine(String.Format(WARNING_MSG, p.Msg, p.Action, p.Obj, LogTimeStamp()));
                                    break;
                                case Log.Param.LogType.Error:
                                    const string ERROR_MSG = "[{3}] *** Error {0} (Action {1} on {2})";
                                    Console.WriteLine(String.Format(ERROR_MSG, p.Msg, p.Action, p.Obj, LogTimeStamp()));
                                    break;
                                case Log.Param.LogType.SimpleError:
                                    const string ERROR_MSG_SIMPLE = "[{0}] *** Error {1}";
                                    Console.WriteLine(String.Format(ERROR_MSG_SIMPLE, LogTimeStamp(), p.Msg));
                                    break;
                                default:
                                    Console.WriteLine(String.Format(LINE_MSG, LogTimeStamp(), p.Msg));
                                    break;
                            }
                        }
                    });
        }

        ~Logger()
        {
            // Free the writing thread
            bc.CompleteAdding();
        }

        // Just call this method to log something (it will return quickly because it just queue the work with bc.Add(p))
        public void WriteLine(string msg)
        {
            Param p = new Param(Log.Param.LogType.Info, msg);
            bc.Add(p);
        }

        public void WriteError(string errorMsg)
        {
            Param p = new Param(Log.Param.LogType.SimpleError, errorMsg);
            bc.Add(p);
        }

        public void WriteError(string errorObject, string errorAction, string errorMsg)
        {
            Param p = new Param(Log.Param.LogType.Error, errorMsg, errorAction, errorObject);
            bc.Add(p);
        }

        public void WriteWarning(string errorObject, string errorAction, string errorMsg)
        {
            Param p = new Param(Log.Param.LogType.Warning, errorMsg, errorAction, errorObject);
            bc.Add(p);
        }

        string LogTimeStamp()
        {
            DateTime now = DateTime.Now;
            return now.ToShortTimeString();
        }

    }
}

In this sample, the internal Param class used to pass information to the writing thread through the BlockingCollection is :

using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;

namespace Log
{
    internal class Param
    {
        internal enum LogType { Info, Warning, Error, SimpleError };

        internal LogType Ltype { get; set; }  // Type of log
        internal string Msg { get; set; }     // Message
        internal string Action { get; set; }  // Action when error or warning occurs (optional)
        internal string Obj { get; set; }     // Object that was processed whend error or warning occurs (optional)

        internal Param()
        {
            Ltype = LogType.Info;
            Msg = "";
        }
        internal Param(LogType logType, string logMsg)
        {
            Ltype = logType;
            Msg = logMsg;
        }
        internal Param(LogType logType, string logMsg, string logAction, string logObj)
        {
            Ltype = logType;
            Msg = logMsg;
            Action = logAction;
            Obj = logObj;
        }
    }
}