You can give a look to boost::thread and relate classes (just look at boost.org).
But don't forget that they are not exact equivalent:
boost::thread had been implemented in C++03, while VS2010 is providing a C++11 compiler.
The two languages are different in term of "features" and libraries can benefit from C++11 feature more than C++03.
That makes std::shared_ptr (and std::unique_ptr) preferrable to boost::shared_ptr and std::auto:_ptr where C++11 features are available.
The reason MS is not supporting std::thread and the like (but the same is for the windows version of GCC - MinGW) is that std::thread wraps the old C POSIX pthread functionality, but windows -internally- is not a POSIX equivalent system and doesn't support certain primitives (although it offers other).
MS started from Win6 (Vista) to provide POSIX functional equivalent API, thus making the mapping work possible and effective.
But that makes std::thread to be available only fro win6+ in a world where win5+ (XP/2 & 3) are still predominant.
Right now, boost::thread is a C++03 mimic of what became std::thread in C++11, and is available (although not perfectly equivalent in term of functional granularity) for both POSIX (Unix/Linux) and Windows.