Simple - don't do that work on the UI thread, but instead fire up a
worker thread - perhaps using BackgroundWorker or ThreadPool. The UI
thread simply starts the work going, then goes back to processing
messages. The only complexity is that the worker thread *cannot* talk
directly to the Controls (thread affinity; both read & write), so must
instead ask the UI thread for a little help, via Control.Invoke (sync)
and Control.BeginInvoke (async)

i.e.

       void StartWorkHandler(object sender, EventArgs args) {
           // runs on the UI thread
           ThreadPool.QueueUserWorkItem(WorkMethod);
       }
       void WorkMethod(object state) {
           // runs on the worker thread
           for (int i = 0; i < 1000; i++) {
               // simulate some heavy work in a loop
               Thread.Sleep(500);

               // update UI on every 10th cycle
               if ((i % 10) == 0) {
                   // *important* if using async, don't access the
vars (i)
                   // from both threads at once; in this case, we'll
make
                   // a string on the worker thread that is then
never
                   // changed, so we can rely on it on the UI thread;
                   // can also just use sync (Invoke) to make this
easier,
                   // but done incorrectly this can show deadlocks...
                   string newFormText = "Cycle " + i.ToString();
                   BeginInvoke((MethodInvoker)delegate {
                       // runs (async) on the UI thread
                       Text = newFormText;
                   });
               }
           }
       }

Marc