Basically you are Trying to achieve the following.
Step 1 - User from UI starts 1,2,... n download tasks.
Step 2 - Once each of the task is completed, new thread should be started to process it.
Step 3 - Once all n Tasks are completed, UI should be updated ... may be with a success dialog.
This can be achieved easily by using Async Task. I am going to tell you the approach and not the code sample.
Things to note about Async Task
Before 1.6, Async Task handles all background operations with a single additional thread.
After 1.6 till 3.0 .. it was changed, so that a pool of thread had begun to be used. And operations could be processed simultaneously.
Since Honeycomb default behavior is switched back to use of a single worker thread (one by one processing).
How to implement your requirement
For your requirement, you can use the method (executeOnExecutor) to run simultaneous tasks (1 till n tasks) if you wish (there two different standard executors: SERIAL_EXECUTOR and THREAD_POOL_EXECUTOR).
The way how tasks are enqueued also depends on what executor you use. In case of a parallel one you are restricted with a limit of 10 (new LinkedBlockingQueue(10)). In case of a serial one you are not limited (new ArrayDeque()).
So the way your tasks are processed depends on how you run them and what SDK version you run them on. As for thread limits, we are not guaranteed with any, yet looking at the ICS source code we can say that number of threads in the pool can vary in range 5..128.
When you start too many tasks (like 100s or more) with default execute method serial executor is used. Since tasks that cannot be processed immediately are enqueued you get OutOfMemoryError
(thousands of tasks are added to the array backed queue).
Exact number of tasks you can start at once depends on the memory class of the device you are running on and, again, on executor you use.
So by following this approach, once all the tasks are completed, you can use a handler to update the UI.
Hope this helps.