SQL Server 2008 R2
Here is a simplified example:
EXECUTE sp_executesql N\'PRINT \'\'1st \'\' + convert(varchar, getdate(), 126) WAITFOR DELAY \'\'000
Yes, there is a way, see Asynchronous procedure execution.
However, chances are this is not what you need. T-SQL is a data access language, and when you take into consideration transactions, locking and commit/rollback semantics is almost impossible to have a parallel job. Parallel T-SQL works for instance with requests queues, where each requests is independent and there is no correlation between jobs.
What you describe doesn't sound at all like something that can, nor should, actually be paralellized.