Thread counter reading greater than zero after all threads have completed

Question

I have a thread counter on my program and it should hit 0 when all my threads have completed. I started by having threads++ at the beginning of my worker and threads-- at the end but my counter was reading 145 after all threads completed. So I put them right next to each other as shown below and it still is not reading 0, now it reads 8 after all threads have completed. How is this even possible? I am saving data from about 13000 mail messages to a sql server database. Each message calls ProcessMailMessage once.

        int threads = 0;

        public bool ProcessMailMessage(byte[] mymsg, string username, string folder)
        {
            BackgroundWorker bg = new BackgroundWorker();

            bg.DoWork += (sss, res) => {
                
                threads++;
                threads--;
               // save some data to database

            };

            bg.RunWorkerAsync();

            return true;
        }