Concurrent computation optimisation in C#

[ShadowZone]

When i ported some simple computation program from c++ to c# i've found out that it works much more slower. I expected that because of using generics instead of pointers which are considered "unsafe" in sharp and other minor changes, but ... The goal for now is to make the new program if not faster then old one, at least equal in performance. So the first option i see is using Microsoft Parallel Extensions (Parallel.Do etc.) but maybe "manual" mastering would be more effective ? I've started as follows :
..
Thread t1 = new Thread((ThreadStart)delegate{ Method1(i,j);});
t1.Start();
Console.WriteLine("1st thread started...");
Thread t2 = new Thread((ThreadStart)delegate{ Method2(i,j);});
t2.Start();
Console.WriteLine("2nd thread started...");
..
Then i have to do some operations EXACTLY after both threads finished. In case i don't know which of them is faster i write down something like this :
..
if((t1.IsAlive==false)&&(t2.IsAlive==false))
{<other operations>}
But i don't feel it's the best way. Logically the while loop fits better, but i don't know how to declare it correctly (while (true){..} looks like crap) in this case. Thread.Join command also won't work - t2.Join() before second part will cause the program act as if there is no concurrency . Any ideas ?

[jhaxo]

In case you don't get a better idea:
how about when t1 and t2 finish they call some method protected by a lock, when it thinks you are done it signals a third t3 it can continue a ManualResetEvent and contine.