temporary tables and threads (no replies)

Hi,
I'm trying to parallelize several querys that are using temporary tables. One thread for each table (diferent names).
When running one thread everthing is ok and fast.
With two I start recieving the error:
Can't find file: 'j:\db4\t_tablename.frm' (errno: -1)

My ConnectionString:
connection_P.ConnectionString = "server=" & server & ";user id=" & user & ";password=" & pass & ";database=" & database & ";" & _
"Protocol=tcp;" & _
"Compress=" & compress.ToString & ";" & _
"Pooling=false;" & _
"Port=" & port & ";" & _
"Connect Timeout=300000;" & _
"Respect Binary Flags=false;" & _
"Allow Batch=true;"

The .NET code for creating threads:
Parallel.ForEach(tablelist, options, (Sub(tableName As String)
Dim newdatabase As mysql_net = ConnectDatabase()
Dim p As processTimeAggPeg = New processTimeAggPeg(tableName, newdatabase)
p.start()
End Sub))

MySQL version is 5.1.11

Can anyone help me?
Thx