Continously Running Thread

Dear:

I used to code a continously running thread in C++ like following:
Handle hStopEvent = CreateEvent(NULL,true,false,NULL);
UINT uOptional = 0;
_beginthreadex(NULL,0,wtInvestigate,(LPVOID)NULL,0 ,&uOptional);

unsigned _stdcall
wtInvestigate(LPVOID lpParams)
{
while(true)
{
DWORD dwThreadStatus = WaitForSingleObject(hStopEvent
,DELAY_TIME);
switch(dwThreadStatus)
{
case WAIT_OBJECT_0:
//TODO
break;
case WAIT_TIMEOUT:
//TODO
break

}
}
}

How can I achieve the same procedure in C#