Timing out a thread after X miliseconds

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VB

I am trying to get a thread to time out if the process takes over a set Timeout period. I have looked into the Thread.Join() method which exits the thread after the Timeout period or the thread is completed which ever comes first.
In debugging it hits the thread.Abort() statement, but the thread does not abort until its finished processing.

Example: the thread needs to timeout within 5 seconds, but if the process takes say 20 seconds the thread still runs for the 20 seconds processing the information.

[EDIT]
I have improved the question and examples
[/EDIT]

public sub GetDATA() 
    ' creates the thread which is to process the data
    Dim thread As New System.Threading.Thread(New System.Threading.ParameterizedThreadStart(AddressOf LoadSQLData))
    
    ' starts the thread (with the passed parameters)
    thread.Start(New Object() {0, 0, 0, 0})
    
    If Not thread.Join(1000) Then
        thread.Abort()
        thread = Nothing
        MessageBox.Show("Time out!!")
    End If
End Sub

Private Sub LoadSQLData(ByVal filterObjects As Object)
       '' invokes the grid control onto the current thread
       If gvResults.InvokeRequired Then
           gvResults.Invoke(New Action(Of Object)(AddressOf LoadSQLData), filterObjects)
           Return
       End If

       '' sets the param values (have placed them as integers for the purpose of the example)
       Dim repItem As Integer = filterObjects(0)
       Dim streamItem As Integer = filterObjects(0)
       Dim periodItem As Integer = filterObjects(0)
       Dim forecastItem As Integer = filterObjects(0)

       Try
           ' gets the information based on the values passed
           ' CurrentSession.SalesConnection is a custom class which gets the data from the database
           ' Getting the data from the database works fine
           Dim command = CurrentSession.SalesConnection.GetNewCommand("SP_LoadMainData")
           command.Parameters.AddWithValue("@rep", repItem)
           command.Parameters.AddWithValue("@stream", streamItem)
           command.Parameters.AddWithValue("@period", periodItem)
           Dim accounts = CurrentSession.SalesConnection.ExecuteQuery(Of System.Data.DataTable)(command)
           gvResults.DataSource = accounts
       Catch ex As Exception
           Throw ex
       Finally
           RaiseEvent Load_Complete(gvResults, loadingPic)
       End Try
   End Sub