The Thread.Abort() method is (severely) deprecated.
Both Threads and Tasks should cooperate when being stopped, otherwise you run the risk of leaving the system in a unstable/undefined state.
If you do need to run a Process and kill it from the outside, the only safe option is to run it in a separate AppDomain.
This answer is about .net 3.5 and earlier.
Thread-abort handling has been improved since then, a.o. by changing the way finally blocks work.
But Thread.Abort is still a suspect solution that you should always try to avoid.