Thread doesnt do anything

I have a Sub called SendMessages() that is supposed to do some database work and send an email message in my web app.

Now if I call it directly, it does what it should. I've now been trying to place this Sub into a thread of its own..

i.e

Dim sendMessageThread as New Thread(AddressOf SendMessages)
sendMessageThread.Start()

But the page ends up doing nothing...

Any ideas?Is your SendMessages sub within the same class or in another class?
Have you stepped through your code to see if the thread is entering the sub?
It is in the same class. I'm not using VS.NET so I can't do any stepping...

The thread is being called from Page_Load()
Post the code.
As far as it seems, the Sub ReceiveMessages is not being called at all!!!
Here is my code

Sub Page_Load()
Dim NewThread As Thread = New Thread(AddressOf ReceiveMessages)

NewThread.Priority = ThreadPriority.Lowest
NewThread.Start()
End Sub

Public Sub ReceiveMessages()
' Code here to connect to pop3 server and loop through messages
End Sub