Interrupt a thread with a MKL function

Hi,

How can I interrupt a thread that is performing a MKL subroutine? My threads are created with boost::thread, and normally I use interruptions to stop my threads (nhttp://www.boost.org/doc/libs/1_41_0/doc/html/thread/thread_management.html#thread.thread_management.interruption), but how can I do to stop a thread executing MKL code? Any ideas? 

Thanks in advance!