What is the purpose of Thread.Join() other than waiting for the thread to complete? Does it serve any other purpose? Is it bad on to Join() a thread?

The reason I am asking is that I expected the ininite thread to stop after 4 seconds when I issue myThread.Join(4000), but the thread keeps on going.
I guess if I really want my thread to stop I have to do something like this:

myThread.Join(4000);
myThread.Abort();

but then I noticed the litte paragraph in the Thread.Abort help stating: Calling this method usually terminates the thread

Thanks,
Einar