Frederik is right: call Thread.interrupt();
I just wanted to warn you not to use stop() as it is deprecated since java 1.1.
And other warning. I think that if you are using sleep() and wish to interrupt the thread it is a good moment to think about move to wait() and notify(). There are many tutorials about java threads and the javadoc of java.lang.Thread is good enough, so you can continue reading there if you are not familiar with these APIs.
