I you haven't seen it already, Mark Friedman wrote an entry last spring (located here: http://blogs.msdn.com/b/ddperf/archive/2010/04/04/measuring-processor-utilization-and-queuing-delays-in-windows-applications.aspx).  Among other things, it goes in depth about the types of information the Concurrency Visualizer exposes about thread execution.  I definitely recommend reading it if you're interested to learn about some of the deeper features of the Concurrency Visualizer and how they helped him in his investigation.

James Rapp - Parallel Computing Platform