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I wanted to implement a windows service that captures dropped flat delimited files to a folder for import to the database. What I originally envision is to have a FileSystemWatcher looking over new files imported and creating a new thread for importing.
I wanted to know how I should properly implement an algorithm for this and what technique should I use? Am I going to the right direction?
Creating a thread per message will most likely be too expensive. If you can use .NET 4, you could start a Task for each message. That would run the code on a thread pool thread and thus reduce the overhead of creating threads.
You could also do something similar with asynchronous delegates if .NET 4 is not an option. However, the code gets a bit more complicated in that case. That would utilize the thread pool as well and save you the overhead of creating a new thread for each message.