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Martin, change your program to do sys.exit(1) inside func() 
on the first iteration (or raise SystemExit similarly), and 
whether you're on Windows or Linux you should find that 
while the func() thread goes away, the main program keeps 
on running.  If you do os._exit(1) instead, on Windows the 
main program does go away, but Guido said it doesn't on 
Linux (which didn't surprise me, given Linux's conflation 
of threads with processes).  See also the "Killing Threads" 
thread in Python-Dev from late May of 2001, which said all 
the same things.

The only thing I may <wink> have learned since then is that 
supposedly the *C* exit() function terminates all threads 
on Linux, via an atexit handler installed by libc, and so 
_exit() on Linux doesn't terminate all threads because _exit
() doesn't call atexit functions.