I see that Bob's site could be a little more beginner-friendly (and he's  
still got at least one bug in one of his samples, that I reported to him  
but he hasn't fixed).  But, here's an article that sort of addresses this  
question:
http://www.bobpowell.net/animation.htm

If you read through it, you'll see he's using the  
System.Windows.Forms.Timer class instead of a Thread.  In his case, he  
wants to draw things at specific intervals, and the Forms.Timer class  
specifically ensures that the code executed at those intervals is run on  
the correct thread.

In your code, you have the problem that the code calling Invalidate() is  
on the wrong thread, thus the exception.  Depending on how your  
application's animation is supposed to work, you can either modify your  
application so that instead of using a Thread, you just call  
"getSomeShapeConfiguration()" from a Tick event handler for a Forms.Timer  
object, or you can fix the StartTest() method so that it deals with the  
cross-thread call correctly.

As an example of the latter:

public void StartTest()
{
    while(bTesting)
    {
        getSomeShapeConfiguration();
        Invoke((MethodInvoker)delegate { Invalidate(); });
    }
}

Using the Invoke() method causes the anonymous method to be executed on  
the GUI thread, avoiding the exception.

Pete