While you can't use .NET 4.0 itself from VS2008, if you're interested in the Parallel Extensions stuff, you could download the Reactive Framework (formerly LINQ to Rx) which I believe contains at least a lot of Parallel Extensions backported to .NET 3.5 SP1.
From the Release Notes, it includes:
System.Threading, backport of Parallel Extensions for .NET 4 to .NET 3.5 SP1
- Task for executing asynchronous operations.
- Concurrent Collections such as ConcurrentStack, ConcurentQueue ad ConcurrentDictionary.
- PLINQ for writing parallel queries.
- addition Threading operations such as Barrier,SpinLock and SpinWait.