i don't know if a threading mechanism is going to necessarily help you here, the multi-threading you are seeing is at the client and not at the server.

Using IFrame (or any Frame) actually causes the browser to make a second (in your case third and fourth as well) requests to the server.  The worker process on the server (which is processing these requests) see's them as mutually exclusive, it doesn't necessarily know that the parent page (first aspx) is a host for these child pages, so it doesn't do anything and just serves them as the scheduler sees fit and how the server processes the request. 

My advice would be to abandon the IFrame approach and move to using UserControls instead.  These don't use the IFrame, they have a separate naming container from the parent (so you don't get variable collision or anything ilke that) and will render all at the same time as the page being used in question. 

In closing, you can't really control the browser's threading and how it paints the page, well you can but thats certainly not a topic we are getting into and it wouldn't be "widely accepted/adopted". 

Let me know if this helps.