Hi,
I am an Expert web application developer having 7+ years of experience with ASP, ASP.NET, ASP.NET MVC3/4, VB.NET, C#.NET, VB, VBA, MS SQL Server, MYSQL, MS ACCESS, MS EXCEL, AJAX, JQuery, Crystal Reports, web & window based services.
It is a general technique to place time consuming tasks in a separate thread to avoid application non responsive. However, regarding your question about placing each query in a thread would not be a proper solution. In my opinion, first to identify all those areas that could cause delay in response, try to make them as group then put in thread (if necessary).
Thanks