When using boost::thread::interrupt(), do you *need* to catch the thread_interrupted exception?

I've got several long running boost threads that I want to be able to shut down by interrupting them. All of the documentation I can find says that you can catch the thread_interrupted exception, but it doesn't really say what happens if you don't. I would assume it kills the thread (and hopefully the thread gets properly cleaned up). But then does the exception die off with the thread? Or does it get passed up to the main thread and kill it too?