I've created a model for executing worker tasks in a server application using a thread pool associated with an IO completion port such as shown in the posts below:
http://blogs.msdn.com/larryosterman/archive/2004/03/29/101329.aspx
Are there any classes in boost that can help with this programming model?
Not really, at least, not last time I looked. I mean, boost::thread_group might make things marginally tidier in places, but not so as would make much of a difference, I don't think.
Boost's thread support seems marginally useful when writing something that's cross-platform, but given that what you're writing is going to be Win32-specific anyway (due to the use of IOCPs) there doesn't really seem to be much benefit from that.
You might want to check out the threadpool project, which looks like a nice threadpool implementation on top of boost. I haven't tried it myself, but it looks fairly nice.
I haven't seen anything in boost that helps with the structure that you tend to end up with when using IO Completion Ports, but then I haven't looked that recently... However, slightly off-topic, you might like to take a look at the IOCP based thread pool that is part of my free IOCP server framework. It might give you some ideas if nothing else. You can find the code here. The thread pool supports expansion and contraction based on demand and has been in use in production systems for over 6 years.
ACE has some reactors that you can use to model things around your IOCPs. Some of these could have been added to boost, but boost makes building them pretty easy.