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One of the ways to call synchronous method asynchronously is using delegate BeginInvoke method.
The Delegate BeginInvoke method makes a call to the target method on a different thread from the caller of the delegate.
Why to use this method?
1- Easy to use.
2- It is possible to have a callback after the target method has completed its execution.

The problem:
Not supported in the .Net compact framework.

The following code works on .Net Framework while throws a NotSupportedException in .Net CF

//Call AsyncCall asynchronously
new ThreadHelper(AsyncCall).BeginInvoke(new AsyncCallback(Result), null);
            
MessageBox.Show("Should be called first");

private void AsyncCall()
{
    //Wait for 2 seconds
    Thread.Sleep(2000);
}
private void Result(IAsyncResult result)
{
    MessageBox.Show("Should be called later");
}        
        
delegate void ThreadHelper();

Solution:
This simple method does what we needed on the .Net CF

private void ThreadInvoke(ThreadHelper target, ThreadHelper callback)
{
   ThreadStart threadStart = delegate
   {
      target();
      callback();
   };
   new Thread(threadStart).Start();
            
}

Now the code should go like this:

//Call AsyncCall asynchronously
ThreadInvoke(delegate { AsyncCall(); }, delegate { Result(null); });

MessageBox.Show("Should be called first");

And you're done!