Some thread pool implementations pass the impersonated token
to the thread pool thread, others do not. Based on the behavior
you're seeing it looks like the current .NET implementation
doesn't.

You can always do this yourself though. In the unmanaged world
you would do something like this:

1. hCurrentToken = OpenThreadToken
2. hDupToken = DuplicateToken(hCurrentToken)
3. Pass hDupToken as a parameter to your thread pool
work item

When your work item starts, it does this:

1. hThreadPoolToken = OpenThreadToken
2. SetThreadToken(hDupToken)
3. Perform the work
4. SetThreadToken(hThreadPoolToken)
5. CloseHandle(hDupToken)

You should be able to do something like this in .NET with
classes like WindowsIdentity. It even has a constructor that
takes a token handle as IntPtr. But I have no idea whether it
duplicates the token internally, whose responsibility it is to
close the handle etc. You might have to experiment a little
to find out how to use it properly.

Check this -
http://geekswithblogs.net/khanna/archive/2005/02/09/22441.aspx