problem delete class object contained thread

classA
{
    public:

    thirdPartyThreadLibrary myThread;

    void Run()
    {
        myThread.exec(); // created new thread and run on background.
    }

};

               ****LOT OF FUNCTION HERE****

//----------------------------------------------------------------
void myGUIFunctionNamed_Execute()
{
    classA * objectA = new classA();
    objectA->Run();
    delete objectA <---- here is my big problem.If i put this
line, surely myThread in classA
deleted.auto_ptr
                           also cannot help.If i dont put this line,
                           my code is perfectly run,but of course
                           memory leaked.
}
//----------------------------------------------------------------

               ****LOT OF FUNCTION HERE****

My problem is my object of thread inside classA and object of classA
inside function myGUIFunctionNamed_Execute().I want
myGUIFunctionNamed_Execute()
return immediately after i called it,but i dont no how to delete
object(objectA)
inside this function.My idea is to use auto pointer but when i using
this line ;

auto_ptr<classA> objectA(new classA());

is no luck. :(