I think loading files like textures asynchrously is a little overblown. If you designed your file format right, the loading should not take much time at all. The main delay is in uploading the data to the video card, which must be done by the main thread.
I have heard DX11 is going to be a multithreaded API, i.e. each thread can access it, but we'll see how that works out in practice.
I have heard DX11 is going to be a multithreaded API, i.e. each thread can access it, but we'll see how that works out in practice.