终止线程的最佳方式

我正在做一个同时下载多个文件的下载器。每次下载都有自己的Form，它在线程中运行下载代码。我正在寻找终止正在运行的下载线程的最佳方法，原因有两个

• 用户取消下载
• 主要形式为封闭

目前有三种方法

1. 使用bool terminate
这样的检查变量
2. 使用Thread.Abort()
3. 运行AppDomain线程，卸载AppDomain线程终止

第一种方法的问题是线程一直运行直到它到达if语句。即使关闭MainForm，进程也会继续运行，直到所有下载线程终止。

我不太了解Thread.Abort，但我非常不鼓励使用它。

下面是最后一种方法的代码:

public class Processor : MarshalByRefObject
{
    private AsyncOperation _operation;
    private AppDomain Domain { get; set; }
    public delegate void ProgressChangedEventHnadler(Processor sender, int progress);
    public delegate void ProcessedEventHandler(Processor sender, EventArgs e);
    public delegate void ExceptionOccuredEventHandler(Processor sender, Exception ex);
    public event ProgressChangedEventHnadler ProgressChanged;
    public event ProcessedEventHandler Processed;
    public event ExceptionOccuredEventHandler ExceptionOccured;
    private void OnProgressChanged(int progress)
    {
        if(ProgressChanged!=null)
            ProgressChanged.Invoke(this,progress);
    }
    private void OnProcessed(EventArgs e)
    {
        if (Processed != null)
            Processed.Invoke(this, e);
    }
    private void OnExceptionOccured(Exception ex)
    {
        if (ExceptionOccured != null)
            ExceptionOccured.Invoke(this,ex);
    }
    public Processor()
    {
        _operation = AsyncOperationManager.CreateOperation(null);
    }
    public static Processor CreateInstance()
    {
        var locaion = Assembly.GetEntryAssembly().Location;
        var domain = AppDomain.CreateDomain(Guid.NewGuid().ToString());
        var instance =(Processor)domain.CreateInstanceFromAndUnwrap(locaion, typeof (Processor).FullName);
        instance.Domain = domain;
        return instance;
    }
    public void Start()
    {
        var mainThread = new Thread(Process);
        mainThread.Start();
    }
    public void Stop()
    {
        AppDomain.Unload(Domain);
    }
    private void Process()
    {
        //Do the Work and raise events like 
        //_operation.Post(e => OnProcessed((EventArgs)e), EventArgs.Empty);
    }
}