I know from the codeing guidlines that I have read you should not do

for (int i = 0; i < 5; i++) 
{ 
    Task.Factory.StartNew(() => Console.WriteLine(i));
}
Console.ReadLine();

as it will write 5 5's, I understand that and I think i understand why it is happening. I know the solution is just to do

for (int i = 0; i < 5; i++) 
{ 
    int localI = i;
    Task.Factory.StartNew(() => Console.WriteLine(localI));
}
Console.ReadLine();

However is something like this ok to do?

Task currentTask = myFirstTask;
currentTask.Start();
foreach (Task task in _TaskList)
{
    currentTask.ContinueWith((antecendent) =>
    {
        if(antecendent.IsCompleated)
        {
             task.Start();
        }
        else
            //do error handling;
    });
    currentTask = task;
}
}

or do i need to do this?

Task currentTask = myFirstTask;
foreach (Task task in _TaskList)
{
    Task localTask = task;
    currentTask.ContinueWith((antecendent) =>
    {
        if(antecendent.IsCompleated)
        {
             localTask.Start();
        }
        else
            //do error handling;
    });
    currentTask = task;
}