Lock-free Multiple Producer Single Consumer (MPSC) Queue is one of the easiest lock-free algorithms to implement.
The most basic implementation requires a simple lock-free singly-linked list (SList) with only push() and flush(). The functions are available in the Windows API as InterlockedFlushSList() and InterlockedPushEntrySList() but these are very easy to roll on your own.
Multiple Producer push() items onto the SList using a CAS (interlocked compare-and-swap).
The Single Consumer does a flush() which swaps the head of the SList with a NULL using an XCHG (interlocked exchange). The Consumer then has a list of items in the reverse-order.
To process the items in order, you must simply reverse the list returned from flush() before processing it. If you do not care about order, you can simply walk the list immediately to process it.
Two notes if you roll your own functions:
1) If you are on a system with weak memory ordering (i.e. PowerPC), you need to put a "release memory barrier" at the beginning of the push() function and an "aquire memory barrier" at the end of the flush() function.
2) You can make the functions considerably simplified and optimized because the ABA-issue with SLists occur during the pop() function. You can not have ABA-issues with a SList if you use only push() and flush(). This means you can implement it as a single pointer very similar to the non-lockfree code and there is no need for an ABA-prevention sequence counter.