How do I create a separate application thread pool for my ISAPI extension?

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I created an ISAPI Extension in C++ that is a host for code written in the PowerBuilder programming language. This page recommends creating my own thread pool. Unfortunately it doesn't explain how to do that.

Designing High-Performance ISAPI Applications

One idea I had was to write a Windows Service and use Winsock to communicate between the ISAPI Extension and the service where the PowerBuilder code would be processed. Is it possible for the service to take over the client connection or does the extension have to wait for the service to send it the data to be returned to the client?

Is there another way of doing it that would be better? An example would be awesome.

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