// .... здесь не показан код создания и инициализации окна 
     // на окне две кнопки (WorkStart, WorkAbort) и прогресс - бар 

    public delegate void HardWorkEventDelegate(int val);

    class HardWork
    {
      private int progressMax;

      public event HardWorkEventDelegate OnEvent;

      public HardWork(int progressMax)
      {
        this.progressMax = progressMax;
      }

      public void StartProcess()
      {
        for(int i = 0; i < progressMax; i++)
        {
           // Выполняем кусок нашей тяжелой работы 

          DoWork();

           // и изменяем состояние прогресс-бара 
          if(OnEvent != null)
            OnEvent(i);
        }
      }
    }

    HardWork work;
    System.Threading.Thread thread;

    private void WorkStart_Click(object sender, System.EventArgs e)
    {
      WorkStart.Enabled = false;
      WorkAbort.Enabled = true;
      work = new HardWork(this.progressBar.Maximum);
      work.OnEvent += new HardWorkEventDelegate(work_OnEvent);

      thread = new System.Threading.Thread(new System.Threading.ThreadStart(work.StartProcess));

      thread.Start();
    }

    private void WorkAbort_Click(object sender, System.EventArgs e)
    {
      if(thread == null)
        return;
      thread.Abort();
      thread = null;
      work.OnEvent -= new HardWorkEventDelegate(work_OnEvent);
      work = null;
      WorkAbort.Enabled = false;
      WorkStart.Enabled = true;
    }

    private void work_OnEvent(int val)
    {
      this.progressBar.Value = val;
    }
  }

    private void work_OnEvent(int val)
    {
      if (InvokeRequired)
        Invoke(new HardWorkEventDelegate(work_OnEvent), new object[]{val});
      else
        this.progressBar.Value = val;
    }

  protected override void Dispose( bool disposing )
  {
    if( disposing )
    {
      if (components != null) 
      {
        components.Dispose();
      }
      WorkAbort_Click(this, new EventArgs());
    }
    base.Dispose( disposing );
  }