Doubt about MultiThreading

Hi All

I need your advices about a problem that I met, in fact it's more a doubt concerning the benefit of the usage of multithreading on bulk load application.

I explain myself :

I spent a lot of time on testing multithreaded architecture with TPL, TreadPool, ... in the goal of improve the insert performance on CRM database (just service.create)
I pass the details of the code, cuz im pretty sure that he is well formed. 

My problem is that each multithreaded architecture tested gives the same performance that a monothreaded application (simple loop + create) : approx. 40rec/sec !! 
So I digged on internet, and finally I think that I understand something that I want to check with you :
No matter the way to load my dataset and no matter the "speed call" of service.create, the requests themselves seems to be still processed sequentially by the platform !! 
So the insert performances don't change !
Is that true ? And if yes... Why to use Multithreading on this kind of bulk load application ?? Is there a way to improve insert performances ?

PS : Unfortunatelly, I work on Rollup 10, so I cannot use ExecuteMultiple...

Thanks a lot

KyA