Thread Procedure as non-static

1 of the parameters to creating the thread is User Data. Pass in your class instance as the User Data.
I find that the easiest way is to call a non-static function from the static function if I need to access variables more than a few times.

//Create the thread
m_hThread = CreateThread(NULL, 0, &ThreadProc, this, 0, NULL);

//The static member function for the callback
DWORD WINAPI MyClass::ThreadProc(void *pInst) {
	return ((MyClass *)pInst)->ThreadProcInternal();
}

//Non-static member function to use as normal
DWORD MyClass::ThreadProcInternal() {
	m_nMyNumber = 0; //for eg.
}

EDIT:
This example uses Win32 Threads, but the principal is the same for all thread implementations like pthreads. They all take a user defined parameter.