multiple simultaneous processes - multi-threading?

I have a job that builds statistical comparisons of > thousand files. Those are large so stored in gzip form. Current code is simple linear process. It doesn't gunzip() new files until it's done with previous files. I've optimized the stats part now to the point now that the gunzip() step is source of significant slowdown. Is there a way i can start a separate process (thread?) that just does the gunzip() step and run that ahead of the statistical processing? That way the stats routine could simply find and read the (already) gunzipped files. It already does clean up - removing gunzipped files as it finishes with them. I'm a hack at this (coder by necessity vs. profession), so simple answer or example would be way more useful than anything complicated.

Thanks!

Mike