What is the difference between task and thread?

In C# 4.0, we have Task in the System.Threading.Tasks namespace. What is the true difference between Thread and Task. I did some sample program(help taken from MSDN) for my own sake of learning with

Parallel.Invoke 
Parallel.For 
Parallel.ForEach 

but have many doubts as the idea is not so clear.

I have initially searched in Stackoverflow for a similar type of question but may be with this question title I was not able to get the same. If anyone knows about the same type of question being posted here earlier, kindly give the reference of the link.