I've never seen it acomplished. IF it is possible, I believe you would need to write some sort of VB6 COM component to do the work. Then you could potentially call a method of your COM component to start the process and return. Very possible in .NET, but I don't think so in Classic.
Are you trying to get something that runs between page calls? Or are you just looking for something to start and be finished by the time your page is done generating?
If it's the former, you may be able to insert a record into a table, and have a process on the server looking for new records. Then it would run in the back ground, and all the page would have to wait for is the single record insertion. (Similar to a Message Queue.)
SELECT * FROM Users WHERE Clue>0
0 rows returned