Multiple Asynchronous Delagate Callback Methods

[MalamisuraE]

I need to write a class that will process a qued list of items, each item
could take a long or short time based on the items. I want to use
Asynchronous Callback Methods to do this instead of creating my own threads
as I am convinced this is the way to go from researching the material.

For threads you can create an array of threads, but for Asynchrouness
Delegates you cant since each one needs its own seperate delagate and
AsyncCallback right? Whats the best way to manage this, ideally I would need
5 threads processing the que and popping them off once they complete and then
instead of ending they need to process the next on the que.

When the callback is called can I just check the que and process the next
one without calling EndInvoke? Or do I need to call EndInvoke and then
BeginInvoke again from the AsyncCallback event, can that even be done?