如何结束线程?

线程如何自己结束自己?procedure TThreadSocket.Execute;
begin
  FSocket.MessageLoop;
  { Place thread code here }
end;procedure TThreadSocket.SessionClosed(Sender: TObject; ErrCode: Word);
begin
  PostMessage(FSocket.Handle, $0012{WM_QUIT}, 0, 0);
end;当Socket会话结束时,执行PostMessage(FSocket.Handle, $0012{WM_QUIT}, 0, 0);后,整个程序都退出去了,郁闷!
我只想让此线程自己退出,但不知该怎么做,请高手指教!!!