In addition to the ones already mentioned, it's worth considering using the MFC CWnd message pump system, as it looks like you're using MFC.
This especially important as you really shouldn't manipulate GUI elements from another thread.
In this case, you could define a separate message for each request code, or pass the request code on as a message parameter and let the message handling function decide what function to call.
See Meandering Through the Maze of MFC Message and Command Routing
] for a very good explanation of the MFC messaging system, or just look at How to send a user-defined message with SendMessage, PostMessage or PostThreadMessage