To remove a thread object, you must terminate the thread, then close all handles to the thread.
It does not mean that you cannot close handle before terminating the thread. It just says that the object will not be destroyed till the thread exits and all the handles are closed. This is used for retreiving thread exit code after thread exits using it handle and then closing handle - effectivly destroyng the object.

If you don't need to wait for thread to exit and are not intrested in the thread exit code you can just close the handle just after the thread is created...
Then the htread object will be destroyed as soon as the thread exits...