I would like to multi-thread my ASP.NET application which is web based, I tried using VTune but finding lot of error messages. I need a user manual or some guide which can help me step by step to configure and thread ASP.net apps (Web Based). I don't even know whether vTune is the right tool to be used or any other intel products can help me in enabling project.
VTune analyzer should be able to help you locate those areas of your application that are most active (hot spots) and therefore most likely to show a performance improvement if properly threaded, but it will not give you specific advice on how to thread your code. This is not the forum for discussing either the details of using VTune analyzer with .NET CLR applications or how best to use .NET for threading your code. For the former, I suggest you try the VTune analyzer forum. For the latter, your best bet might be to visit the Microsoft MSDN web site where you should be able to find plenty of information about threading code in that environment. If you're interested in using Intel Threading Building Blocks, which a native code library not a Common Runtime Library for threading an application, this is the right place. An ASP.NET application does not fall into that category.
One sanity check before I end: are you using the ".NET* profiling" sample collector in your experiments with VTune analyzer? If not, that might explain the error messages you mentioned, though when you ask at the VTune analyzer forum, you might actually include the text of such errors to help people help you.