Is it a good practice in C#.Net to launch application B from application A, then close application A? Could there eventually be thread problems / bug?
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There isn't any guidance on such a thing.
If you start a new process (Application B) from your Application A, they are considered completely separate.
If you then terminate the Application A process, it would not interfere with Application B.
The only issue I can see is if Application B is trying to access files that are still open by Application A (while it shuts down).

Oded
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Ok. So it is possible to base a software update on this very basic pattern. Thanks! – Léon Pelletier Jun 03 '12 at 18:01
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1@LéonPelletier - Well, yes. Most software updates are run through a specialized update application that updates the other components of the system (and get into trouble when they need to update themselves...) – Oded Jun 03 '12 at 18:02
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So the main app should also be aware about the good updater version. :) Thank. – Léon Pelletier Jun 03 '12 at 20:01