general web service questions

Question

I am basically new to setting  up recent web services.
  I am wondering what are good links to look at to see what are the options in web services.
  Basically my questions are the following:
   1. Is call a web service a single thread calling at a time? Can several threads call a web service at one time? If so, is the prefered
language to use is F#.NET since this language has alot of threading logic builit behind the language?
   2. When calling a webservice, can you call the web service with "blocks' of message to be processed at one time? Basically instead of sending
one message at a time, can you send "groups" of message at a time to be processed? This would be groups of like 100 to 500 messages at one time?
If so, can you point me to a url that would explain this in more detail?
  3. Are there other options that can be utilized in a web service? If so, can you tell me what these options are?
Note: The little bit of web service experience I have is having a classic asp page call a vb.net version 1 webservice in the DXZ. The web
service in the DMZ would then call another web service to obtain validated addresses.
   Thanks!