how to set thread priority in c#

In addition to Solution 1 and Solution 3.

Of course, you can always change the priority of a thread:
http://msdn.microsoft.com/en-us/library/system.threading.thread.priority.aspx[^].

You can also change the priority of a process. The thing is: in almost all cases, you should not do it. You hardly can help anything but you can easily make things bad or very bad.

You are thinking in wrong direction: trying to affect functionality by the timing. You should do directly opposite: the functionality should never depend on time delays in any threads. In fact, there is a direction in testing which does exactly that: seeds different delays in threads in systematic ways and tests that it does not affect functionality. If such tolerance is not achieved, this is considered to be a bug (and a damn bad one), called race condition.

When I learn it many years ago, I knew it under more defining name: "incorrect dependency on the time of execution". Please see:
http://en.wikipedia.org/wiki/Race_condition[^].

—SA

Put them all in the same thread.

Thank you your response.

Now I am trying to make the situation clear.

private void bgwLoading_DoWork(object sender, DoWorkEventArgs e)
  {

      ArrayList a = (ArrayList)e.Argument;

      string[] fileNames = (string[])a[0];
      bool isLoad = (bool)a[1];

      this.loadMultiImages(fileNames, isLoad);
  }

 private void loadMultiImages(string[] fileNames, bool isLoad)

 {

  // I want to execute the following codes sequentially.

       Bitmap newBtmap = saveJpeg();
       this.SafeInvoke(d => d.imageList.Images.Add(newBtmap));

 }

here, safeInvoke() takes less time than saveJpeg() method and safeInvoke() starts executing before the saveJpeg() is fully executed. That is flow of the execution is switching between these two methods. That I don't want. I want to complete the execution of saveJpeg() before safeInvoke() start to execute.

I don't fully understand your question. If you - for example - dont want the third method to execute on a background thread, only call methods 1 and 2 in the DoWork event handler. Than return result indicating the success of the operation via the DoWorkEventArgs. In the WorkCompleted event handler check the success of the operation and if necessary invoke the third method.