Code
class Program
{
    public static void CallbackHandler(IAsyncResult result)
    {
        using (SqlCommand cmd = result.AsyncState as SqlCommand)
        {
            using (SqlDataReader reader = cmd.EndExecuteReader(result))
            {
                lock (Console.Out)
                {
                    Console.WriteLine("Price of the The Most Expensive Products:");

                    while (reader.Read())
                    {
                        Console.WriteLine("  {0} = {1}", reader["TenMostExpensiveProducts"], reader["UnitPrice"]);
                    }
                }
            }
        }
    }

    static void Main(string[] args)
    {
        using (SqlConnection conn = new SqlConnection())
        {
            conn.ConnectionString = @"server=(local);database=Northwind;uid=sa;Asynchronous Processing=true";
            SqlCommand cmd = conn.CreateCommand();
            cmd.CommandType = CommandType.StoredProcedure;
            cmd.CommandText = "Ten Most Expensive Products";

            conn.Open();
            cmd.BeginExecuteReader(CallbackHandler, cmd);

            for (int count = 0; count < 10; count++)
            {
                lock (Console.Out)
                {
                    Console.WriteLine("{0} : Continue processing", DateTime.Now.ToString("HH:mm:ss.ffff"));
                }
                Thread.Sleep(400);
            }
        }

        Console.WriteLine();
        Console.ReadLine();
    }
}