So I have done some research, and have found you can create a boost::thread object and have it start with a non-static class function by using \"this\" and boost::bind etc.
In cases like this it is useful to think of non-static member functions as free functions that take the this as first parameter, for example in your case void MainThreadFunc(Main* this).
boost::thread accepts a nullary functor, so you have to pass it a nullary functor which contains a reference to the instance GUIMain and calls GUIMain->MainThreadFunc which, seen as I explained above, would be something like MainThreadFunc(GUIMain).
Boost (and now also C++ with TR1) provides helpers to create such functors, namely boost::bind (or alternatively boost::lambda::bind). The expression boost::bind(f, arg1, arg2, ...) means "return a nullary functor which calls f(arg1, arg2, ...)".
That said, you can use the following expression to create the thread:
GUIThread = new boost::thread(boost::bind(&Main::MainThreadFunc, GUIMain))