Ewald Cress looks at preemptive scheduling:
Cooperative scheduling is a relay race: you simply don’t stop without passing over the baton. If you write code which reaches a point where it may have to wait to acquire a resource, this waiting behaviour must be implemented by registering your desire with the resource, and then passing over control to a sibling worker. Once the resource becomes available, it or its proxy lets the scheduler know that you aren’t waiting anymore, and in due course a sibling worker (as the outgoing bearer of the scheduler’s soul) will hand the baton back to you.
This is complicated stuff, and not something that just happens by accident. The textbook scenario for such cooperative waiting is the traditional storage engine’s asynchronous disk I/O behaviour, mediated by page latches. Notionally, if a page isn’t in buffer cache, you want to call some form of Read() method on a database file, a method which only returns once the page has been read from disk. The issue is that other useful work could be getting done during this wait.
Read on for a detailed example looking at xp_cmdshell.