In .NET multithreading we have to assign a thread to a method of a
separate object each time (and not two methods of the same object)?

In other words, why does this hung?

#using <mscorlib.dll>

using namespace System;
using namespace System::Threading;

class SomeException
{};

__gc class SomeClass
{
 int index;

 //...

 public:

 // ...

 void DoSomething()
 {
    Monitor::Enter(this);

    throw SomeException();

   // Modify index

    Monitor::Exit(this);
 }

 void DoSomethingElse()
 {
    Monitor::Enter(this);

    // Modify index

    Monitor::Exit(this);
  }

// ...
};

int main() try
{
    SomeClass *ps= __gc new SomeClass;

    Thread *pthread1= __gc new Thread ( __gc new ThreadStart(ps,
&SomeClass::DoSomething) );

    Thread *pthread2= __gc new Thread ( __gc new ThreadStart(ps,
&SomeClass::DoSomethingElse) );

    //Start execution of ps->DoSomething()
    pthread1->Start();

    //Start execution of ps->DoSomethingElse()
    pthread2->Start();
}

catch(SomeException)
{
    Console::WriteLine("SomeException caught in main thread!\n");
}