SQL Server 2008 R2
Here is a simplified example:
EXECUTE sp_executesql N\'PRINT \'\'1st \'\' + convert(varchar, getdate(), 126) WAITFOR DELAY \'\'000
If after reading all above about potential problems and you still want to run things in parallel, you probably can try sql jobs, put your queries in different jobs, then execute by calling the jobs like this
EXEC msdb..sp_start_job 'Job1' EXEC msdb..sp_start_job 'Job2'