How to call same method more than ones in Parralle.Invoke

Hi,
Parallel.Invoke(parallelOptions, () => Execute(), () => Execute(), () => Execute());
it is working but htorughing error first time "Object reference not set to an instance of an object."
second time it is  working fine . under Execute() method, i used IBM message queue manager access queue method .
May i know any body could help me on this .