FastCGI multithread programming problems

Dears,
I'm developping a project which has a communication channel(based on HTTP
protocol) to recevie request from clients(Maybe million clients), the
platform is under linux,
now i'm trying use FastCGI to provide a high performance process capacity, I
wonder know if the fastcgi can support multi-threads, i means in one cgi
process,
i create a thread pool to handle the request, But i looked up in the
internet, found that just one rquest will transport to a cgi process to
handle at the same time,
means the thread pool will be useless. Maybe i'm wrong, will anybody can
give me correct answer?

If the fastCGI can support aync processing, it's perfect to me.

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