If you are more towards coding within SQL Server, SQL Server 2005 has a Service Broker that allows to perform tasks asynchronously. You can do one time setup e.g. create message queue using 'Create Queue' syntax etc. There is lot more involved but it's simple once you understand.
http://www.developer.com/db/article.php/3640771/Getting-Started-with-SQL-Server-Service-Broker.htm