crating new threads in http session

I have Web server running and handling multiple request, each request does lot of we queries and it is slow, So I wanted to run parallel using 
thread_create. Test outside of web server showed a great  improvement. But it looked like thread_create doeas not work inside http session in server.
Did  anybody solved the same problem and how, In other word can one http request be handled by up to 8 thread? and how?

Thanks Josef Frydl