Best way to create a “run-once” time delayed function in C#

Question

I am trying to create a function that takes in an Action and a Timeout, and executes the Action after the Timeout. The function is to be non-blocking. The function must be

Answer 1

treze's code is working just fine. This might help the ones who have to use older .NET versions:

private static volatile List _timers = new List();
private static object lockobj = new object();
public static void SetTimeout(Action action, int delayInMilliseconds)
{
    System.Threading.Timer timer = null;
    var cb = new System.Threading.TimerCallback((state) =>
    {
        lock (lockobj)
            _timers.Remove(timer);
        timer.Dispose();
        action();
    });
    lock (lockobj)
        _timers.Add(timer = new System.Threading.Timer(cb, null, delayInMilliseconds, System.Threading.Timeout.Infinite));
}