I'm not really sure what you're saying. Those two code snippets are exactly the same, other than the Label they refer to, so there's never going to be any difference between how those two code snippets behave.
What may be a factor is that both those loops access a control and controls should NEVER be access directly on any thread other than the UI thread. Regardless of anything else, if you start a new thread and execute either of those loops on that new thread then you're doing a bad thing and the behaviour is unpredictable. If you're debugging then, by default, doing that would throw an exception. In a release build the code would run but the behaviour may or may not be what you expect. Basically, don't do it. That is simply nothing like a good example of a loop that could be sped up by multithreading. Here's a fairly contrived loop:
vb.net Code:
Dim chars As New List(Of Char)
For Each filePath In IO.Directory.GetFiles(My.Computer.FileSystem.SpecialDirectories.MyDocuments, "*.txt")
Using reader As New IO.StreamReader(filePath)
'Discard the first four lines of the file.
For i = 1 To 4
reader.ReadLine()
Next
'Get the fifth line.
Dim line = reader.ReadLine()
'Get the fifth character and add it to the list.
chars.Add(line(4))
End Using
Next
That is going to open one file at a time. If you could open multiple files and process them simultaneously then you might speed things up:
vb.net Code:
Dim chars As New ConcurrentBag(Of Char)
Parallel.ForEach(IO.Directory.GetFiles(My.Computer.FileSystem.SpecialDirectories.MyDocuments, "*.txt"),
Sub(filePath)
Using reader As New IO.StreamReader(filePath)
'Discard the first four lines of the file.
For i = 1 To 4
reader.ReadLine()
Next
'Get the fifth line.
Dim line = reader.ReadLine()
'Get the fifth character and add it to the list.
chars.Add(line(4))
End Using
End Sub)
That is the equivalent code using a parallel For Each loop. Now multiple files can be processed simultaneously so the whole process will likely be faster. You still won't get every file processed at the same time so you won't get the maximum possible improvement. Also, the hard-drive can't read more than one place at a time so there's a physical limitation there. It's also worth noting that the order the items are processed is indeterminate, so you could execute that exact same code multiple times with the exact same files and, while the Chars in the collection would always be the same, their order might be different every time.