How to end thread in win CF

Windows mobile 5; compact framework and relative newbie to c# and threads.

I want to download large files (several meg) from my own website; being GPRS this could take a while. I want to show a progress bar, and allow an option to cancel the download.

I've got a class called FileDownload and create an instance of it; give it a url and save location then:

MyFileDownLoader.Changed += new FileDownLoader.ChangedEventHandler(InvokeProgressBar);

BGDownload = new Thread(new ThreadStart(MyFileDownLoader.DownloadFile));
BGDownload.Start();

So I create an event handler for updates to progress bar and start the thread. This works fine.

I've got a cancel button which reads:

MyFileDownLoader.Changed -= InvokeProgressBar;
MyFileDownLoader.Cancel();
BGDownload.Join();
lblPercentage.Text = CurPercentage + " Cancelled"; // CurPercentage is a string
lblPercentage.Refresh();
btnUpdate.Enabled = true;

In the FileDownload class the key parts are:

public void Cancel()
{
    CancelRequest = true;
}

In method Download file:

...
success = false;
try {
//loop until no data is returned
while ((bytesRead = responseStream.Read(buffer, 0, maxRead)) > 0)
{
    _totalBytesRead += bytesRead;
    BytesChanged(_totalBytesRead);
    fileStream.Write(buffer, 0, bytesRead);
    if (CancelRequest)
       break;
}

if (!CancelRequest)
    success = true;
}
catch
{
    success = false;
    // other error handling code
}
finally
{
    if (null != responseStream)
        responseStream.Close();
    if (null != response)
        response.Close();
    if (null != fileStream)
        fileStream.Close();
}

// if part of the file was written and the transfer failed, delete the partial file
if (!success && File.Exists(destination))
    File.Delete(destination);

The code i'm using for the download is based on http://spitzkoff.com/craig/?p=24

The problem i've got is when I cancel, the download stops immediately, however it can take up to 5 seconds or so for the join process to complete. This is evidenced by lblPercentage.Text being updated after the join.

If I then try and download again, sometimes it works and sometimes I get a nullreference exception (still trying to track that down).

I think i'm doing something wrong in my approach to cancelling the thread开发者_开发问答.

Am i ?

public void Cancel()
    {
        CancelRequest = true;
    }

I suppose you should add thread-safe to this action.

public void Cancel()
        {
            lock (this)
            {
                CancelRequest = true;
            }
        }

Hope this help!