C#

using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.Data;
using System.Drawing;
using System.Text;
using System.Windows.Forms;

using System.Threading;

namespace WebProxyTest
{
    public partial class Main : Form
    {
        public Main()
        {
            InitializeComponent();
        }

        private void Main_Load(object sender, EventArgs e)
        {
            CheckForIllegalCrossThreadCalls = false;
        }

        private void btnStart_Click(object sender, EventArgs e)
        {
            for(int i = 0; i < lstProxies.Items.Count; i++){
                string proxy = lstProxies.Items[i].ToString();

                string[] proxyinfo = proxy.Split(':');
                string proxyhost = proxyinfo[0];
                int proxyport = Convert.ToInt32(proxyinfo[1]);
                WebProxyTest test = new WebProxyTest(proxyhost, proxyport, "http://google.com/");

                ThreadPool.SetMaxThreads(10, 2);
                ThreadPool.QueueUserWorkItem(new WaitCallback(ProcessProxies), test);
            }
        }

        private void ProcessProxies(object state){
            WebProxyTest test = state as WebProxyTest;
            test.TestProxy();
            //lstProxies.Items.Add("Result : " + test.ProxyResult);
            lstResults.Items.Add("Result: " + test.ProxyResult);
        }

    }
}

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

using System.IO;
using System.Web;
using System.Net;

namespace WebProxyTest
{
    class WebProxyTest
    {
        private string proxyhost;
        private int proxyport;
        private string url;

        private string proxy_result = "none";
        public string ProxyResult {
            get {
                return proxy_result;
            }
            set {
                proxy_result = value;
            }
        }

        public WebProxyTest(string proxyhost, int proxyport, string url)
        {
            this.proxyhost = proxyhost;
            this.proxyport = proxyport;
            this.url = url;
        }

        public void TestProxy()
        {
            try
            {

                WebProxy proxy = new WebProxy(String.Format("http://{0}:{1}/", proxyhost, proxyport), true);

                HttpWebRequest request = (HttpWebRequest)WebRequest.Create(url);
                request.Proxy = proxy;
                request.Method = "GET";

                HttpWebResponse response = (HttpWebResponse)request.GetResponse();

                StreamReader reader = new StreamReader(response.GetResponseStream(), Encoding.UTF8);

                string result = reader.ReadToEnd();

                proxy_result = "Done: Got " + result.Length;

                System.Windows.Forms.Clipboard.SetText(result);

                response.Close();
                reader.Close();
            }
            catch (System.Exception ex)
            {
                proxy_result = "Error: " + ex.Message;
            }
        }
    }
}

test.TestProxy();

lstResults.Items.Add("Result: " + test.ProxyResult);

"Error: The current thread is the mode Single Thread Apartment (STA) be brought before OLE calls can be made. Verify that the main function STAThreadAttribute is highlighted."

//Example
Function #1 From Thread#1
Function #2 From Thread#1
                Function #1 From Thread#2
Function #3 From Thread#1
                Function #2 From Thread#2
                Function #3 From Thread#2