more informations about this new (?) feature may be found in GCC "info" pages, and informations about how it is implemented with ELF output files can be found at http://people.redhat.com/drepper/tls.pdf
An object whose identifier is declared with the storage-class
specifier `__thread' has "thread storage duration". Its
lifetime is the entire execution of the thread, and its
stored value is initialized only once, prior to thread
startup.
The `__thread' specifier shall be used only with variables.
i've not yet read through it, but i've no information about TLS for COFF binaries so far ...