CustomThreadPool.cs

    // This code is for demonstration purposes only and is mean to be as simple as possible. Don't use this in production!

    public enum TaskPriority
    {
        Low,
        Normal,
        High
    }

    public delegate void CustomThreadPoolTaskMethod(CustomThreadPool pool);

    public class CustomThreadPoolTask
    {
        public TaskPriority Priority { get; set; }
        public CustomThreadPoolTaskMethod Method { get; set; }
    }

    public class CustomThreadPool
    {
        // This is not a data structures lesson and .Net doesn't have a proper priority queue :)
        private List<CustomThreadPoolTask> _tasks = new List<CustomThreadPoolTask>();

        public CustomThreadPool(int numberOfThreads)
        {
            for (int i = 0; i < numberOfThreads; i++)
            {
                Thread thread = new Thread(this.PooledThreadBody);
                thread.Start();
            }
        }

        public void EnqueueTask(CustomThreadPoolTask task)
        {
            lock (_tasks)
            {
                _tasks.Add(task);   
            }            
        }

        private void PooledThreadBody()
        {
            while (true)
            {
                // Grab first scheduled task of the highest priority in the "queue"
                CustomThreadPoolTask taskToExecute;
                lock (_tasks)
                {
                    // Fortunately, IEnumerable OrderBy is stable.
                    taskToExecute = this._tasks.OrderBy(p => (int)p.Priority).FirstOrDefault();

                    // There are no scheduled tasks, currently.
                    if (taskToExecute == null)
                    {
                        // Try again in a moment.
                        Thread.Sleep(TimeSpan.FromSeconds(0.1));
                        continue;
                    }

                    _tasks.Remove(taskToExecute);
                }

                taskToExecute.Method(this);
            }
        }
    }