Interlocked.Increment() not working the way I'd expect in the Task Parallel Library

I have a Parallel.ForEach() loop that takes a list of URL's and downloads each of them for some additional processing. Outside my loop I have declared a loop counter variable and inside the loop body I use Interlocked.Increment() thinking this would be the best way to keep a "thread safe" way of increasing the count as each loop interation is performed.

int counter = 0;

Parallel.ForEach(urlList, (url, state) =>
{
    // various code statments

    Interlocked.Increment( ref counter );

    Debug.WriteLine(" ......... counter: " + counter);
});

I would have thought that I would see something similar to:

 ......... 1
 ......... 2
 ......... 3
 ......... 4
 ......... 5
 ......... 
 ......... 
 ......... n

But what I get instead is 16 " ......... 0" (this is because I have a dual quad core computer with 8 native cores, but hyper threading is enabled giving me a total of 16 cores). Then I will start to see the counter get incremented normally for the most part but sometimes I will see duplicate or even triplicate counter values in the Debug output.

Using a Parallel.ForEach() what is the best way to count loop iterations? Thanks for any advice.