Throwing methods into a Task to avoid blocking the asp.net thread

I'm wondering if the following code has any gotcha's that I'm not aware of when running on a webserver. Reading through the excellent series http://reedcopsey.com/series/parallelism-in-net4/ I am unable to find anything that relates specifically to my question, same with the msdn, so I thought I'd bring it here.

Example call:

public ActionResult Index() {
    ViewBag.Message = "Welcome to ASP.NET MVC!";

    Task.Factory.StartNew(() => {
        //This is some long completing task that I don't care about
        //Say logging to the database or updating certain information
        System.Threading.Thread.Sleep(10000);
    });

    return View();
}