To quote from the documentation for _endthreadex... "Like the Win32 ExitThread API, _endthreadex does not close the thread handle. Therefore, when you use _beginthreadex and _endthreadex, you must close the thread handle by calling the Win32 CloseHandle API." This may answer your question. Iain.

Thanks Dudi, I get an idea now.

when a thread in the handle array becomes signalled and the wait satisfied, handle the case and then remove that handle from the array (dec. the count, shift over remaining handles as required..) That handle will remain valid and signalled until you call CloseHandle on it, so you must remove it from the wait.

The API you need for implementing security yourself is InitializeSecurityContext. I don't recall the full details myself, but I do remember that there's a good description in Programming Server-Side Applications for Windows[^].