threads and objects

Question

Hello, I have a program that recieves update information from another application via events. When I get an update event, I start a new thread and pass this update info to the thread. In the new thread I then create an object which listens for updates from the same source. I use yet another thread (called from the previously created thread) to call the Execute method of this object, which begins interaction with the 3rd party app by adding event handlers. This object needs to stay in its own thread throughout its lifetime, but it seems that when the Execute method ends it ends its own thread. All the while this object is waiting to receiving events, and when it does, it is in a completely new thread! How the heck do I get the object to remain in one thread? Jason