Threads in Cpp.NET

I have got a code sample off of the MSDN at this address

http://msdn.microsoft.com/library/default.asp?url=/library/en-us/vclib/html/_crt__beginthread.2c_._beginthreadex.asp

All I want is to create a thread that waits for a key-stroke to terminate a while loop,
The sample above does exactly that and works when I run it on its own workspace, but when I try to place it into my own project, it doesnt event compile, here is what my code looks like:

void CheckKey( void *dummy );
BOOL repeat = TRUE;

void main(void)
{
       ......
       ......
       _beginthread(CheckKey, 0, NULL);
       while(repeat)
       {
              ......
              ......
       }
}
//seperate thread that waits for a key-stroke
void CheckKey( void *dummy )
{
       _getch();
       repeat = 0;    /* _endthread implied */
}  


But then I get this error:

error C3861: '_beginthread': identifier not found, even with argument-dependent lookup

I have included process.h in the project so I dont think Im missing the header file.