Hi Vamsi,
Did you check the wiki section already? Because there is a very detailed document about ERMS setup:
http://wiki.scn.sap.com/wiki/display/CRM/How+to+set+up+Threading+in+ERMS
Maybe it would be easier to answer your question if you could provide more details on what you already did and what doesn't work as expected...
Best regards,
Nicolas.