<p>How to implement multi-threading in visual basic 6.0. It would be great if someone can give an example.</p>

VB6 is not a really good environment for multi-threaded applications. There is no out-of-the-box support, you need to delve into standard
WinAPI
functions. Take a look at this article, which provides quite a comprehensive sample:
http://www.freevbcode.com/ShowCode.Asp?ID=1287