about thread

Dear all,

I want to make a new thread called data thread. Because servo thread depends on servo period (2KHz in my PC), now I need 1KHz to record the data by using my module. So I think I have to create a new thread.
How do I create it?

Thank you.

Thank you so much, John.
Another thing is how to make this new thread synchronous run with the servo thread? I mean they start at the same time.