Create A Progress Bar for Downloads – Create a progress bar for applications that can keep track of a download in progress. The progress bar will be on a separate thread and will communicate with the main thread using delegates.
Download Manager – Allow your program to download various files and each one is downloading in the background on a separate thread. The main thread will keep track of the other thread’s progress and notify the user when downloads are completed.
Chat Application (remoting style) – Create a chat application which allows you to connect directly to another computer by their IP through the use of remoting and allow your “server” application handle multiple incoming connections.
Bulk Thumbnail Creator – Picture processing can take a bit of time for some transformations. Especially if the image is large. Create an image program which can take hundreds of images and converts them to a specified size in the background thread while you do other things. For added complexity, have one thread handling re-sizing, have another bulk renaming of thumbnails etc.