Help with managed threads

Dim scanAutoResetEvent As New AutoResetEvent(True)
    Private Sub ScanDirectory(dir As String)
        Try
            scanAutoResetEvent.WaitOne()
            If _config.LogLevel.ToLower = "high" Then
                LogMessages("Scanning: " + dir, Reflection.MethodBase.GetCurrentMethod.Name)
            End If

            Dim _di As DirectoryInfo = New DirectoryInfo(dir)
            Using finished As New CountdownEvent(1)
                For Each _xmlFile In _di.EnumerateFiles("*.xml", SearchOption.AllDirectories)
                    Dim _ri As ReportInfo = New ReportInfo()
                    _ri.XMLINfo = _xmlFile
                    _ri.Pad = _xmlFile.Directory.Parent.ToString

                    If _config.Threading Then
                        ThreadPool.QueueUserWorkItem(New WaitCallback(Function(x)
                                                                          Try
                                                                              LoadToDepcon(_ri)
                                                                          Finally
                                                                              finished.Signal()
                                                                          End Try
                                                                      End Function))
                    Else
                        LoadToDepcon(_ri)
                    End If
                    'End If
                Next
                finished.Signal()
                finished.Wait()
            End Using
        Catch ex As Exception
            LogMessages(ex.Message, Reflection.MethodBase.GetCurrentMethod.Name, 300, "E", False, True)
        Finally
            scanAutoResetEvent.Set()
        End Try
    End Sub