Here's what you do. I would show you a demo, but my Workflow server is unavailble to me right now.
You need to import demo and advancedworkflow dlls. The advanced workflow dll allows you to have to outputs from one component.
you will start with your collection.
Connect that to a for each component.
The next output should go through your demo component, then loop back into the for each component.
(since you have to run the output through something)
Draw another line from next that runs through a dialog workflow that creates your tasks and loop it back.
(The advanced workflow dll allows you to have one output path go to multiple places)
For the done, run it into a merge component that doesn't complete until all of the previous tasks are done.
I belieave its call the merge component or something.
If you do this, what you will see is it will create a task, then run back into the for each via the demo component.
Without the dual branch demo, it would create the task and stop at the dialog workflow component.
I think this is right, like I said I can't look at my workflow server right now, so this is from memory.
Props to Shawn