There is a document that ships with CVI 5.5 or greater that you can refer to. You can find it under \cvi\bin\MultithreadingOverview.pdf. There is a section called "Reasons for Multithreading" that answers your question. If you are using 5.0.1 or previous, those versions do not include multithreading libraries and debugging capabilities.
Best Regards,
Chris Matthews
National Instruments