C# lock statement, what object to lock on?

I have 3 questions that I need help with.

1. What are the correct objects/references to be passed as lock statement parameter? I've seen a lot of sample codes and I noticed that the objects/references passed in could possibly be non related to the current class or any other class in the program as long as the access modifier static is non public? E.g.:

   private Object anyObj = new Object();
   lock(anyObj){.....}
   
   private static readonly object Locker = new object();
   lock(Locker){.....}
   

   It just doesn't make sense to me.

2. I found a sample code in MSDN about multi threading that uses lock statements too. In the sample there are two try/catch blocks with the Monitor.Wait() within it. If I understand the logic correctly, the readerFlag will forbid the program to ever enter the try/catch block at all.
   The code is example 2 from here:
   http://msdn.microsoft.com/en-us/library/aa645740(v=vs.71).aspx

3. How do I run a thread that runs in the background as long as the Windows Form is active?