WSE and Thread Safety

I love working in .NET sometimes...

For my application that I'm working on, am using Microsoft's Web Service Enhancements (WSE) for ensuring security of uploading and downloading of sensitive data. However, I also need to implement some thread safety on it, so I don't have the users starting multiple worker threads while the first is still running. SO -

I put in a lock as is commonly used. The lock itself works fine, it will only allow one worker thread at a time to try to hit the server that I am connecting to. But then I get back an uncaught exception which causes problems: System.Thread.ThreadStopException. Now this is apparently an exception that is supposed to not be implemented in a developer's code, is not documented in MSDN, and only occurs "*very* occasionally". So apparently, I have a bug, but I am not allowed to see what it is or prevent it from screwing around with the program. Hmm, this is probably something stupid that will take me several hours to find...