SQL Server 2008 R2
Here is a simplified example:
EXECUTE sp_executesql N\'PRINT \'\'1st \'\' + convert(varchar, getdate(), 126) WAITFOR DELAY \'\'000
You can create an SSIS that has 2 tasks that run in parallel. Then make an unscheduled agent job to call this SSIS. You can finally execute this unscheduled agent job using sp_start_job.