Web servers and long running tasks are normally not a good combination, I would split it into to two separate parts; a Windows service that controls the calculating tasks/threads and a web module for reciving calculation requests.

The web module needs to be able to transfer the tasks to the service, and as the user does not want to wait for the calculation result, the best option IMHO would be an async transfer. This could easily be implemented as adding a calc order row to a table in a shared database, or by placing task info files in a shared folder.

It is much easier to control server load and error handling in a windows service application (single application), than a web module that is not a singleton (you can have many concurrent instances of the module if you have many web requests to the same module).

If you use a database as shared medium for communication, it is much easier to create a setup with multiple machines doing calculation from the same queue (task info table). This will enable you to share the load of the calculations to multiple machines.

Hi

Most web hosting providers will automatically kill your thread anyway, as they see long running thread as a sign of an error (endless loop). And even if they dont - they will not be happy hosting your web site as it destroy the performance of the other clients on the same server.

Try to search the market of hosted virtual machines, after Amazon entered the market the prices have become attractive.

Code Project has many articles, here is one that you can start with Windows Services in Action - it is in C# but you can find others that are VB based if you prefer that.