使用PostThreadMessage (Using CWinThread) .

.h 文件
#define WM_TEST    WM_USER + 1

class CTestThread : public CWinThread
{
    DECLARE_DYNCREATE(CTestThread)
protected:
    CTestThread ();       
    virtual ~CTestThread ();
public:
    virtual BOOL InitInstance();
    virtual int  ExitInstance();
protected:
    afx_msg void OnTest(WPARAM wParam,LPARAM lParam);
    DECLARE_MESSAGE_MAP()
};

.Cpp 文件
#include "stdafx.h"
#include "TestThread.h"

IMPLEMENT_DYNCREATE(CTestThread, CWinThread)

CTestThread::CTestThread()
{
}

CTestThread::~CTestThread()
{
}

BEGIN_MESSAGE_MAP(CTestThread, CWinThread)
    ON_THREAD_MESSAGE(WM_TEST,OnTest)
END_MESSAGE_MAP()

BOOL CTestThread::InitInstance()
{
        return TRUE;
}

int CTestThread::ExitInstance()
{
    return CWinThread::ExitInstance();
}

void CTestThread::OnTest(WPARAM wParam,LPARAM lParam)
{
    AfxMessageBox("test");
}

调用的地方
    CWinThread* m_pThrd;
       //启动
       m_pThrd = AfxBeginThread(RUNTIME_CLASS(CTestThread));
     
       // 需要执行线程中的操作时
        m_pThrd->PostThreadMessage(WM_TEST,NULL,NULL);
     
      // 结束线程
       HANDLE hp=m_pThrd->m_hThread;
      if (hp)
      {
        if (WaitForSingleObject(hp, 1) != WAIT_OBJECT_0)
        {
            TerminateThread(hp,0);
        }
        CloseHandle(hp);
      }