> This is really .... disturbing IMHO ... you mean that if you use threads 
> you can't just use a recursive function with a reasonable depth ? say a 
> 1000 or 15000 ? and you can without threads ?

Many threading models (I can't say all, 'cos I really don't know) require 
you to specify a stack size (or to pass a stack) when creating a new 
thread.  Necessarily, such stacks are not extensible, and if they aren't 
big enough then your program will probably crash.  For example, the 
pthread_create function on Solaris says:

     A new thread created with pthread_create()  uses  the  stack
     specified  by the stackaddr attribute, and the stack contin-
     ues for the number  of  bytes  specified  by  the  stacksize
     attribute.  By default, the stack size is 1 megabyte for 32-
     bit processes and  2  megabyte  for  64-bit  processes  (see
     pthread_attr_setstacksize(3T)).  If  the default is used for
     both    the    stackaddr    and    stacksize     attributes,
     pthread_create()  creates a stack for the new thread with at
     least 1 megabyte for 32-bit processes  and  2  megabyte  for
     64-bit processes.  (For customizing stack sizes, see NOTES).

and then

     It is usually very difficult to determine the runtime  stack
     requirements  for  a thread. PTHREAD_STACK_MIN specifies how
     much stack storage is required to execute a NULL start_func.
     The   total  runtime  requirements  for  stack  storage  are
     dependent on the storage required to do runtime linking, the
     amount of storage required by library runtimes (as printf())
     that your thread calls. Since these storage  parameters  are
     not known before the program runs, it is best to use default
     stacks. If you know your runtime requirements or  decide  to
     use  stacks  that are larger than the default, then it makes
     sense to specify your own stacks.