Thread.Abort Memory Management

I have an application that spawns a thread to handle some intense processing.  My problem comes in when my process makes some calls to a external dll that ends up with a pointer to some memory.  When everything runs like it should, the pointer gets disposed of in the thread before it finishes.  My problem is that sometimes a person will close this specific form before the thread is finished running.  At the form level I am doing a Thread.Abort to close the thread, but I need to determine how dispose of that memory being retained by the pointer.  It is being created and disposed of in methods called from the thread.  Can someone give me any suggestions?????

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AlexFMConnect With a Mentor Commented:
If main thread uses Thread.Abort to stop worker thread, worker thread code must look like this:

     // worker thread code
catch(ThreadAbortException ex)
    // thread is stopped
    // clean-up code
    // ...
finally  // optionally
    // clean-up code

Writing thread code, you need to carefully manage variables state and execute all required cleanup code in catch or finally block. This is not so easy because thread can be aborted in any place and resources allocated by thread code can be in undefined state.
I don't like this way to stop thread and think that it is dirty, especially if thread code allocates unmanaged resources. I think that it is better to take full control in the code: thread must have Stop event associated with it. When main thread needs to stop worker thread, it sets this event and waits for thread exit using Join. Thread code must periodically test this event. If it is signaled, thread executes cleanup code and exits.
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