Threading advice: How to wait for all threads to complete withoutpolling.

Greetings all,

It is my understanding that polling is very bad (I could be wrong,
this is just my understanding). But I have a problem that I don't know
how to solve without polling.

I need to execute a series of mathematically intensive methods and
wait for them ALL to finish before moving on to the next step. I have
a machine with lots of cores and lots of memory so threading seems
like a great solution. To be exact the BackgroundWorker seems to be a
good solution because I would like to limit how many of these problems
are solved concurrently (to limit the hit on resources). Here is my
solution
MyMethod()
{
List<BackgroundWorkermyWorkers new List<BackgroundWorker>();
Add problems 1 through n to be solved to list as new
BackgroundWorkers
Limit the number of concurrent threads firing on the ThreadPool

foreach(BackgroundWorker bw in myWorkers)
{
bw.RunWorkerAsync();
}

while(myWorkers.Count 0)
{
Sleep a little while (say 100)
Check if each of myWorkers are busy, if not, mark them for removal
Remove finished workers from myWorkers
}

Go on to next task that requires all of the above workers to be
finished first
}

But as I said, it is my understanding that this sort of polling is
very bad. Is this assumption correct? If so, what is the better way?

Randy