InternetOpenUrl in multithread app

Hi.

I have two threads in my application. In worker thread i download some html page using InternetOpenUrl,for that use CAmHttpSocket(http://www.codeproject.com/internet/amhttputils.asp).

In general words in work thread I create connection to the url which is passed from main thread. All works fine. But when i close my application i get User Breakpoint with stack:
NTDLL! 77f813b1()
NTDLL! 77fcffd0()
NTDLL! 77fb6ca7()
NTDLL! 77fb73fd()
NTDLL! 77fad09b()
NTDLL! 77fad16e()
NTDLL! 77f9ac03()
KERNEL32! 794569c3()
doexit(int 0, int 0, int 0) line 392
exit(int 0) line 279 + 13 bytes
wWinMainCRTStartup() line 345
KERNEL32! 7945893d()

Before close worker thread i close all HINTERNET by InternetCloseHandle().

I compile my program as UNICODE and with runtime library as Multithreaded DLL. If i don't use InternetOpenUrl all works fine.

What can cause behaviour like this?

How did u stop ur worker threads ( if they are downloading some pages or downloading was completed ) . R u using some wait function for ur worker threads before closing ur app. I think ur worker threads are not properly terminated/Exit before closing and may cause such problem. ( Same problem once i have faced in a dll project ).