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Re:A Modern Guide to Threads by dbattaglia on Friday December 02, 2011 @07:59AM (#3303816)
Raymond Chen has a pretty good blog post on this:

http://blogs.msdn.com/b/oldnewthing/archive/2010/08/27/10054...

Basically, Win32 wants all threads to die out before the process exits, but the C runtime will exit out the process for you when your "main" thread dies.

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