Improve thread synchronisation mechanism

//GLOBAL VARIABLES:

struct Data
{ 
    bool bContinue; // continue thread execution?
    // other data
};

//global variable that indicates the main window's close request
static bool g_closeApp; 

case WM_CLOSE:
    closeApp = true;
    /******* close dialogs ****/
    if( IsWindow( hDlgTSO ) )
    {
        SendMessage( hDlgTSO, WM_CLOSE, 0, 0 );
        return (LRESULT)0; //<-------return and wait for thread to finish
    }
    // perform usual cleanup and destroy window
    return (LRESULT)0;

INT_PTR CALLBACK DlgProc(HWND hwnd, UINT Message, WPARAM wParam, LPARAM lParam)
{
    static HANDLE threadHandle;
    static Data data; //data sent to the thread function
    static bool closeDlg; // close dialog requested?

    switch(Message)
    {
    case WM_INITDIALOG:
        {
            closeDlg = false;
            threadHandle = NULL;
            // other stuff...
        }
        return TRUE;

    case WM_COMMAND:
        {
            switch(LOWORD(wParam))
            {
            case IDOK:
                {
                     // create thred
                     DWORD threadID;
                     // initialize thread data
                     data.bContinue = true;

                     threadHandle = CreateThread( NULL, 0,
                                       (LPTHREAD_START_ROUTINE)ThreadFunction,
                                       (void*)&data, 0, &threadID );

                     if( !threadHandle )
                     {
                         MessageBox( hwnd, L"Error!", L"Error", MB_ICONERROR );
                         DestroyWindow(hwnd); // destroy modeless dialog box
                     }

                 }
                 break;
        }
        break;

    case WM_CLOSE:
        closeDlg = true; // user wants to close dialog
        if( threadHandle ) //if thread is running signal abort and wait
        {
            ShowWindow( hwnd, SW_HIDE );
            data.bContinue = false; 
        }
        else
        {
            if( closeApp ) // close main window?
                PostMessage( GetParent( hwnd ), WM_CLOSE, 0, 0 );

            threadHandle = NULL;
            DestroyWindow(hwnd);
            hDlgTSO = NULL; // needed-this is modeless dialog!
        }
        return TRUE;

    case WM_THREAD_OK: //custom message, indicates successful thread execution 
        if( threadHandle ) // wait for thread to fully exit
        {       
            WaitForSingleObject( threadHandle, INFINITE );
            CloseHandle( threadHandle );
            threadHandle = NULL;
        }

        // if in the meantime user pressed X or Alt+F4 post WM_CLOSE
        if( closeDlg )
            PostMessage( hwnd, WM_CLOSE, 0, 0 );
        return TRUE;

    default:
        return FALSE;
    }
    return TRUE;
}

DWORD WINAPI ThreadFunction( LPVOID pvoid )
{
    volatile Data* data = ( Data* )pvoid;
    //do something with data..
    if( ! data.bContinue ) // abort signal is set
    //do cleanup and return
}