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If I have a system where it uses tasks that are independent of each other; I want to run multiple tasks at once(I do not want the second task to run when the first to finish). Is there a way to do this with the concept of parallel programming?

Also, is there a way to use callbacks to notify me when the tasks are complete?

Explainations of each concept would be appreciated.

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You're confusing asynchrony and parallelism.

You can run multiple delegates in parallel using the methods in the Parallel class.
These are synchronous methods that will run on the calling thread as well, so there is no need for a callback.

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