Blocks the calling thread until a thread terminates, while continuing to perform standard COM and
SendMessage pumping.

Join is a synchronization method that blocks the calling thread (that is, the thread that calls the method) until the thread whose Join method is called has completed. Use
this method to ensure that a thread has been terminated. The caller will block indefinitely if the thread does not terminate.

If the thread has already terminated when Join is called, the method returns immediately.