Multi threading in Windows service.

Question

I am designing a solution for a client where in data has to be polled from SQL table and a request is to be sent to a WCF service with a request formed from that data. The response of the WCF service will contain additional data that has to be updated in the SQL table again.

For e.g. in TableA there are 6 columns namely primaryKeyColumn,columnA, columnB, columnC, columnD and columnE.

The WCF request will contain data from columns A,B and C.

The service response will contain data for all 5 columns.

The data of columns D and E needs to be updated for that row in the tableA.

I have thought of implementing this using Windows service. To increase the performance I am thinking to implementing multi threading in this solution.

Can some one guide me in this ? I have never used multi threading in windows service before. What are the risks ?