If you need a loop, you should put it in the run() method.

class Worker implements Runnable {
    private boolean active = true;
    private Thread me;
    public void run() {
        me = Thread.currentThread();
        while(active) {
            // do your never-ending processing here
        }
    }
    public terminate() {
        active = false;
        me.interrupt(); // works for sleep()
    }
}

class Fubar {
    Worker w = new Worker();
    new Thread(w).start();
    ...
    w.terminate();
}