This is my problem to solve:

I need to download from internet various files, about 2000 per day.
I've done an app to download all this files, but it takes a lot of time to get all files because the download is done one by one, in a loop (all file names are loaded to a grid). So, I must use multi-threading.

(My app should use all band-width, but each file doesn't have more then 100kb, average 60kb).

My doubt now is: should I use a ActiveX EXE or ActiveX DLL?
After that, on project properties, which option should I choose from "Threading Model"?

Do I have to code more lines besides the download function to have multithreading?

Thank you.