James,
The Microsoft GDI+ library gdiplus.dll will spawn worker threads within your process. I don't think there is any documented way to control this. You can probably verify this by downloading
Process Explorer[
^] and right-clicking your process and selecting the 'Threads' tab. If you have
Debugging Tools for Windows[
^] installed and your symbols properly setup you will even be able to inspect the call stack.
Best Wishes,
-David Delaune