I need to develop a module which will execute scheduled tasks.
Each task is scheduled to be executed within X milliseconds.
The module takes as a parameter an amount of worker threads to execute the tasks.
The tasks are piled up in a queue which will probably be a priority queue, so a thread checks for the next-in-queue task (the one with the lowest "redemption" time), thus there's no need to iterate through all tasks each time.
Is there any public library that does that or shall I roll my own?
Note: I'm using VC2008 on Windows.
Take a look at TBB - Intel Threading Building Blocks.
Just to add a little information to your question, what you're asking for is a real-time scheduler that uses the Earliest Deadline First algorithm. Also note that without OS support, you can't guarantee that your program will work in that X millisecond deadline you assign it. The OS could always decide to swap your task off its CPU in the middle of the job, making it take an unpredictably-long time to complete.
If your application critically depeneds on the task being done in the X milliseconds you set for it (or something blows up), you'll need to be running a real-time operating system, not regular Windows.
If you don't mind a Boost dependency, threadpool might fit your needs.