MDAC 2.5 SDK - ODBC Programmer's Reference
Chapter 17: Programming Considerations

Creating and Terminating Threads

Multithread applications that use ODBC should call the Microsoft® Visual C++® Run-Time Library functions _beginthread and _endthread (or _beginthreadex and _endthreadex) to create and terminate threads that call the ODBC Driver Manager. If applications call the Microsoft Windows NT® functions CreateThread and EndThread instead, memory leaks will occur because the Driver Manager and some ODBC drivers call C run-time functions that will not work on a thread created by calling CreateThread. For more information, see the Microsoft Windows® documentation.