I can't believe I don't know this already, but I'm unable to figure out how to know if a thread is finished and wait for it if it isn't w/out a race condition. I've used the AfxBeginThread() to start it, and I'm told that I would WaitForSingleObject() to know when it is done, but it seems that that function returns WAIT_FAILED if the thread is no longer running. What's the appropriate way to just know if it's done and wait if it hasn't without a race condition?

WaitForSingleObject will block the waiting thread until working thread finishes. The return code you got may be due to a very fast working thread - you call Wait... at the time when thread is ALREADY DONE! If your main thread (or the one which starts the working thread) must be running and not waiting - then WaitForSingleObject is not the way to use in this case. There are a couple of ways to let know that thread is done: use SetEvent function or post a custom message if you have HWND to post it to. These things are done at the end of the thread code:

DWORD WINAPI ThreadCode (PVOID lparam)
{
	// your code here...

	::SetEvent (...); // or ::PostMessage();
	return 0;
}