While you can't thread, you do have some degree of process control in php. The two function sets that are useful here are:
Process control functions http://www.php.net/manual/en/ref.pcntl.php
POSIX functions http://www.php.net/manual/en/ref.posix.php
You could fork your process with pcntl_fork - returning the PID of the child. Then you can use posix_kill to despose of that PID.
That said, if you kill a parent process a signal should be sent to the child process telling it to die. If php itself isn't recognising this you could register a function to manage it and do a clean exit using pcntl_signal.