By passing an instance of a WaitCallback delegate to the ThreadPool.QueueUserWorkItem() method

class CApp
{
static void Main()
{
string s = "Hello, World";
ThreadPool.QueueUserWorkItem( new WaitCallback( DoWork ), s );

Thread.Sleep( 1000 ); // Give time for work item to be executed
}

// DoWork is executed on a thread from the thread pool.
static void DoWork( object state )
{
Console.WriteLine( state );
}
}