private void ClickHandler(Object sender, RoutedEventArgs e)
{
      var progressWindow = new ProgressBarWindow();

      Task.Factory.StartNew(MyTask).ContinueWith(tsk =>
      {
                var exception = tsk.Exception;
                if (exception == null) return;

                var exc = exception.InnerException;

                if (exc.GetType() == typeof (ArgumentNullException))
                {
                    Dispatcher.Invoke(new Action(() =>
                    {
                        MessageBox.Show("ArgumentNullException");
                        progressWindow.Close();
                    }));
                }
                else if (exc.GetType() == typeof (NullReferenceException))
                {
                    Dispatcher.Invoke(new Action(() =>
                    {
                        MessageBox.Show("NullReferenceException");
                        progressWindow.Close();
                    }));    
                }
                else if (exc != null)
                {
                    Dispatcher.Invoke(new Action(() =>
                    {
                        MessageBox.Show("Ошибка общего вида");
                        progressWindow.Close();
                    }));
                }
                else
                {
                   // Сюда вообще по идее никогда не зайдет 
                   Dispatcher.Invoke(new Action(progressWindow.Close));
                }
          }, TaskContinuationOptions.OnlyOnFaulted);
      progressWindow.ShowDialog();
}