Here's a code I use for stopping threads in a Windows service (mind you I use Threads directly and not using thread pools):
// signal all threads to stop
this.AllThreadsStopSignal.Set();
if (logThreads.IsDebugEnabled)
    logThreads.Debug ("Stop workers");
// remember the time of the signal
DateTime signalTime = DateTime.Now;
// create an array of workers to be stopped
List<IServiceWorker> workersToBeStopped = new List<IServiceWorker> (workers);
while (true)
{
    // wait for some time
    Thread.Sleep (1000);
    // go through the list and see if any workers have stopped
    int i = 0;
    while (i < workersToBeStopped.Count)
    {
        IServiceWorker workerToBeStopped = workersToBeStopped [i];
        if (log.IsDebugEnabled)
            log.Debug (String.Format (System.Globalization.CultureInfo.InvariantCulture,
                "Stopping worker '{0}'. Worker state={1}",
                workerToBeStopped.WorkerDescription,
                workerToBeStopped.WorkerState));
        bool stopped = workerToBeStopped.JoinThread (TimeSpan.Zero);
        // if stopped, remove it from the list
        if (stopped)
        {
            workersToBeStopped.RemoveAt (i);
            if (log.IsDebugEnabled)
                log.Debug (String.Format (System.Globalization.CultureInfo.InvariantCulture,
                    "Worker '{0}' was stopped.", workerToBeStopped.WorkerDescription));
        }
        else
        {
            i++;
            if (log.IsDebugEnabled)
                log.Debug (String.Format (System.Globalization.CultureInfo.InvariantCulture,
                    "Worker '{0}' could not be stopped, will try again later. Worker state={1}",
                    workerToBeStopped.WorkerDescription,
                    workerToBeStopped.WorkerState));
        }
    }
    // if all workers were stopped, exit from the loop
    if (workersToBeStopped.Count == 0)
        break;
    // check if the duration of stopping has exceeded maximum time
    DateTime nowTime = DateTime.Now;
    TimeSpan duration = nowTime - signalTime;
    if (duration > serviceCustomization.ThreadTerminationMaxDuration)
    {
        // execute forced abortion of all workers which have not stopped
        foreach (IServiceWorker worker in workersToBeStopped)
        {
            try
            {
                log.Warn (String.Format (System.Globalization.CultureInfo.InvariantCulture,
                    "Aborting worker '{0}.", worker.WorkerDescription));
                worker.Abort ();
                log.Warn (String.Format (System.Globalization.CultureInfo.InvariantCulture,
                    "Worker '{0}' aborted.", worker.WorkerDescription));
            }
            catch (ThreadStateException ex)
            {
                log.Warn (String.Format (System.Globalization.CultureInfo.InvariantCulture,
                    "Worker '{0}' could not be aborted.", worker.WorkerDescription), ex);
            }
        }
        break;
    }
}