What is proper way to handle processing files

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C#

My steps
1. Directory created
2. Process directory Files one by one--Processing means insert file data in dB.
3. For this i tried to Multithreaded system.But it takes much more time.
What is preoper way so that process become faster and reliable?

What I have tried:

I created multi threaded system which works well but takes time .
As no of threads created according to files in folder.And this takes too long time when there are large no of files.
So I need proper way of handling files using multithreaded or sequentially file processingw which should I use...
Thanks in advance....