close the application completely(urgent)

[netharam ram]

My problem is I have two classes, one to receive a message continuously i.e. while(true) loop, whenever that socket(port) is contacted.I run the sending file in a nother window. I run a single bathc file to do so.
source:[run.bat]
-----------------------------------------------------------------
javaw send
javaw receive
-----------------------------------------------------------------The send program places a system tray.Now when I close the application from the tray, I find the receive program running(by prssing ctrl+alt+del) in windows.So how can I exit this application completely.I tried by calling a method in receive which contains
"System.exit(0);",the method is called from send,but the program is still running.
Instead if I create an instance of "receive" in "send" i.e. to run in a single window,the receive program is not contacted.So please help me out to solve this problem,It's breaking my heads.Please reply as soon as possible.

[Paul Stevens]

If the other is a Thread, instead of while(true) use while(some variable set to true). When you want it to end set it to false and the run method will end along with the thread.