Simple threading problem... [Resolved]

[Cade]

This is the first day I have tried to use threads. The code below doesnt work for me. It is supposed to call TestSub every 500 ms. I created a blank windows application in VB.NET 2005 Express Edition Beta #2 and paste this directly into the code and run -

Imports System.Threading
Public Class Form1
    Dim THRD As Thread
 
    Private Shared Sub TestSub()
        MsgBox("Bleh", MsgBoxStyle.Information, "")
        Thread.Sleep(500)
    End Sub
 
    Private Sub Form1_MouseDown(ByVal sender As Object, ByVal e As System.Windows.Forms.MouseEventArgs) Handles Me.MouseDown
        THRD = New Thread(AddressOf TestSub)
        THRD.Start()
        THRD.IsBackground = True
    End Sub
 
End Class

When I click the form, it is supposed to initialize and start the thread. So I click the form... and get the messagebox, and wait a few seconds, nothing has happened. I pause the app and find out, via the intermediate window, THRD.IsAlive = False

Can anyone please tell me what is wrong with this code? I'm sure its probably some simple thing I've overlooked.

Edit: Sorry, didnt mention, I need this thread to stay alive, I'm using a loop to keep it running (with a sleep statement), but what is the proper way?