Thread was being aborted

Did you make the thread a background thread?

e.g.

Thread t = new Thread(SomeFunction);

t.IsBackground = true;

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No, I don't think I did that.

Also, I recheck the code and I guess it is running in the main thread only.

If it is running in the main thread then is there any solution to it

I suppose that depends on how you want to solve it. If you want to run it on the main thread, then your user's browser window is going to sit there spinning until the operation completes--assuming it completes before your configured timeout period. Otherwise, I *think* you would need to make the thread a background thread in order to allow ASP.NET to return a response to the client browser, yet still continue processing the DB inserts. This foregos returning a response to the browser in that request. You would have to work some AJAX magic in order to see a response from the background thread's work.