DONT use global variables
DONT use many locks (at best none at all - though practically impossible)
DONT try to be a hero, implementing sophisticated difficult MT protocols
DO use simple paradigms. I.e share the processing of an array to n slices of the same size - where n should be equal to the number of processors
DO test your code on different machines (using one, two, many processors)
DO use atomic operations (such as InterlockedIncrement() and the like)