As far as I know, both C and C++ don't have built-in ways to do threads, because threading is platform specific.
When you say the "C way", do you mean using pthreads? pthreads is a very commonly used threading library for Unix/Linux platforms. It can be used on Mac OS X as well since it is Unix-based.
But anyway, so there is no standard C++ threading library, however....there are some options....
The first option that comes to my mind is SDL. It is a multimedia library that is becoming popular among many, and it is multiplatform, and has its own multiplatform threading library with it. So you can use that.
The Boost library is also very popular. I have actually never used it, although I really should...since I hear much of it is going to become part of the next standard...but I just did a quick search and I discovered that the Boost library also has a threading library with it. It is multiplatform, and you can use that as well if you want.
http://www.boost.org
http://www.libsdl.org