Use one ManualResetEvent and wait on it. Also maintain a TaskCount variable that is set to the number of worker threads you start, use Interlocked.Decrement in the worker thread code as the very last action of the worker and signal the event if the counter reaches zero,e.g.
// other worker actions...
if (Interlocked.Decrement(ref taskCount) == 0)
doneEvent.Set();