Hey Toby,
dspmt is not the way to go. The dspmt stuff is for synchronous dsp code only - i.e. not async loading etc..
There are several ways you could go about the type of async loading you're after. One would be to use an extempore process (ipc:new "tobyproc" 7091) ;; for example. However, if you'd like to be a little closer to the metal then you can also spawn a native thread directly using the xthread library (libs/core/xthread.xtm). There are a couple of very basic examples of usage in examples/core/xthread.xtm.
Give me a hoy, if you get stuck.
Cheers,
Andrew.