Thats some really sloppy coding, One of the first things i spotted was thread.abort, you never ever call thread abort. "The world is about to explode what else can we do" is only when aborting a thread should be used.
Take this, Dim ThreadsArray As New List(Of Threading.Thread) how is this an array? and why is it starting with an upper case t? Some One at the level of using the request class and action(of delegate should know camel casing. Your problem is like most here you spend to much time worrying about how a UI looks using a theme(thats coded with strict off) before worrying about learning basics.
Oh and how to learn threading? How do you expect to pass data at entry method.... Thats wrong.
'Public Sub New(start As System.Threading.ThreadStart)': Method 'Private Sub MYWebrequest(PSEUDO As String)' does not have a signature compatible with delegate 'Delegate Sub ThreadStart()'.INECRAFT OG NAME CHECKER\frmMain.vb 48 17 MINECRAFT OG NAME CHECKER
Or since we are targeting 4.0 use 4.0 methods