var allTasks = new List<Task>();
foreach (Entity a in AAAA)
{
// create the task
task = new Task(() => {
myMethod(a);
}, Token, TaskCreationOptions.None);
// Add the tasks to a list
allTasks.Add(task);
task.Start();
}
// Wait until all tasks are completed.
Task.WaitAll(allTasks.ToArray());