Example Code

Make sure the background worker WorkerReportProgress Property set to

//BackGround Worker DoWork Event.
private void bgWorker_DoWork(object sender, DoWorkEventArgs e)
{
//Do the long running job here
int index = 0;
while(true)
{
	if(index >= 100)
	{
		break;
	}
	index ++;
	Thread.Sleep(100);
	//The second parameter is required only
	//if you want to display some output
	//Here we are updating the Progress.
	this.bgWorker.ReportProgress(index, index);
}
}

//BackGround Worker Progress Changed Event.
private void bgWorker_ProgressChanged(object sender, ProgressChangedEventArgs e)
{
	this.pbStatus.Value = e.ProgressPercentage;
	this.lstValues.Items.Add(e.UserState);
}

//BackGround Worker Work completed Event.
private void bgWorker_RunWorkerCompleted(object sender, RunWorkerCompletedEventArgs e)
{
	MessageBox.Show("Successfully completed");
}

In this code, I am counting from 0 to 100, also updating a Progress bar and Listbox in Userinterface with the values.

Links :
Back Ground worker in MSDN