The ProgressChanged event occurs on the UI thread.

This event occurs when the ReportProgress method is called on this BackgroundWorker, and provides an opportunity to show feedback to the user while the DoWork event is still working. The recommended use of this event is to show and regularly update a non-modal progress dialog, allowing the application to continue to be used while the progress is reported to the user. This event receives an integer value and (depending on which overload is called) a message string in the ProgressChangedEventArgs which can be used to update the message and value of a progress bar.

If you wish to use this event to show a progress dialog, you should implement the dialog yourself.