In modern operating systems, thread is the only primitive to exploit the concurrency provided by multiple processors, which allows programmers to write sequential code that can be executed in parallel. However, these operating systems are known to be inefficient when the number of threads comes to the magnitude of 103. Therefore server developers have to avoid the use of naive threading when they need to handle thousands of simultaneous client sessions. In this paper, we propose a highly scalable user-level threading library mu Thread. It enables programmer to write heavily concurrent threaded code without losing performance. Our framework achieves the M:N threading model, which hosts M user-level threads on top of N kernel-level threads. To demonstrate the usefulness of this framework, we provide a proof-of-concept implementation of a web server application. According to our experiments, mu Thread provides good performance and great scalability. The web server based on mu Thread becomes the best performance user-mode web server under Windows.