从delphi中的线程中止整个应用程序

I have a major problem with my delphi App. I'm developing a software that uses external security. I'm using usb devices that must be connected to the users machine in order for my software to run. If by any chance the user removes this dongle, or starts without it, the app is supposed to warn the user and stop immediately. A thread is being released at the creation of the app, which checks for the security device. However, when the checks fail, e.g. no device found, that thread is not killing my app. I'm using something like this: I have a major problem with my delphi App. I'm