xbox360 - XNA: How does threading work?

I would like to implement threading in my XNA game but I'm not sure how things work when compiling for the XBOX 360. Could someone elaborate on this?

For example, how many threads does XBOX support? I realize that XNA uses a special version of the Compact Framework. How does this affect the code during development? Do I implement things differently when developing for XBOX than Windows?

Thank you.