You can utilize StartNew with a custom SynchonizationContext, or you can set the Task as LongRunning. LongRunning tasks use they own thread. It will hurt someway the performance (more threads running on the system overall), but will not have impact on other things running on ThreadPool.
Task.Factory.StartNew(() => DoThingy(), TaskCreationOptions.LongRunning)
You can see here about TaskSchedulers http://msdn.microsoft.com/en-us/library/dd997402.aspx .