Stop a thread

[mesajflaviu]

Please explain me why the following thread when is forced to stop is not cleaning the heap:
// here is starting thread

BOOL CMyDoc::ReadHDD(CStringA sVolume)
{
	THREADSTRUCT* pTS = new THREADSTRUCT;
	pTS->m_pDoc = this;
	pTS->m_sVolume = sVolume;
	m_pWinThread = AfxBeginThread(&CMyDoc::ReadThread, (LPVOID)pTS, THREAD_PRIORITY_BELOW_NORMAL, CREATE_SUSPENDED, 0, NULL);
	m_pWinThread->m_bAutoDelete = TRUE;
	m_pWinThread->ResumeThread();

	return TRUE;
}

and

UINT CMyDoc::ReadThread(LPVOID lpParam)
{
	THREADSTRUCT* pTS = (THREADSTRUCT*)lpParam;

	if (NULL == pTS)
		return 0;


	//.... code that takes long time, no returning call

	delete pTS;

	return 1;
}

where

// inside my CMyDoc header

protected:
	CWinThread* m_pWinThread;

	struct THREADSTRUCT
	{
		CMyDoc* m_pDoc;
		CStringA m_sVolume;
	};

what is happen: if I let that the thread to naturally close it, I mean after the thread is ended and afterwards close my app, everything is ok, I got no memory leak. But if I close my app when the thread is alive (while code that takes long time from the thread is executing), I got memory leak, of course due to pTS object from the heap.

My question, what is happen when the thread is stopped while that "code that takes long time" is alive ?

And how to be assured that pTS is properly delete it ?

P.S.
Of course, I can live without THREADSTRUCT, it is just for testing and learning purpose.
P.S.2
Of course, I can make pTS as CMyDoc member and delete it inside CMyDoc destructor. But I want to understand what happen in this situation.