Question: How to implement multi-threading in visual basic 6.0. It would be great if someone can give an example.

Answer: 
If the problem that you are trying to solve is a long calculation and you want to keep the UI responsive, then one possibility is to frequently call the `DoEvents` function within your long calculation. This way, your program can process any Windows messages, and thus the UI will respond to user commands. You can also set up a Cancel button to signal your process that it needs to end.

If you do this, then you will need to be careful to disable any controls that could cause a problem, such as running the long process a second time after it has started.
Create "Active X" controls to manage your code. Each control has its own thread. You can stack multiple controls doing the same thing, or have individual controls doing unique things.

EG, You make one to download a file from the net. Add ten controls and you have ten individual threaded downloads running, independent of the thread which the actual program is running. Essentially, they are all just interactive, windows, controlled by an instanced mini-dll program.

Can't get any easier than that. You can throttle them, turn them on and off, as well as create more, or remove them, as needed. (Indexing just like any other of the "Objects", on a form. Which are all just active-x controls, which are simply managed by the vb-runtime dlls.)