I ran into this problem at work today; it took a fair amount of time to debug due to the fact that the thread context I was changing appeared to be modified into something else out of nowhere.
Even though MSDN documents SetThreadContext as safe when used with suspended threads (http://msdn.microsoft.com/library/en-us/debug/base/setthreadcontext.asp), this is actually not true, as this program demonstrates (http://www.valhallalegends.com/skywing/files/NtSysCallSetContext.cpp).
It turns out that you can never safely modify the context of a thread if that thread may have been executing a system service, even if you suspend the thread first. This can be particularly annoying if you are trying to "borrow" a thread in a different program for a task (such as to load a dll of yours).