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.
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.