Progress Bar when running a function with a big SQL query

Hi, I've created an application which shows a chart on a form.

The data used to populate the chart is from a sql database query.

The query takes about 15 seconds to run so i wanted to show a dialog box while the query is running.

I found an example on the web which can pop up a dialog box with a progress bar, and it wont freeze the application - msdn.microsoft.com/en-us/library/5c9654de.aspx

I thought I could replace the code which pauses the form in the example with my function name. When I replace the sleep timer with my function call I get the error.

Additional information: The calling thread must be STA, because many UI components require this.

Below is my code.

Thanks very much

        ' Initialize the dialog that will contain the progress bar
        Dim progressDialog As New ProgressDialog()

        ' Initialize the thread that will handle the background process
        Dim backgroundThread As New Thread(New ThreadStart(Function()
                                                               ' Set the flag that indicates if a process is currently running
                                                               isProcessRunning = True

                                                               ' Set the dialog to operate in indeterminate mode
                                                               progressDialog.SetIndeterminate(True)

                           ' Run My function with my SQL query to create chart
                                                               CreateMyChart()

                                                               ' Show a dialog box that confirms the process has completed
                                                               MessageBox.Show("Thread completed!")

                                                               ' Close the dialog if it hasn't been already
                                                               If progressBar1.InvokeRequired Then
                                                                   progressDialog.BeginInvoke(New Action(Sub() progressDialog.Close()))
                                                               End If

                                                               ' Set the dialog to operate in indeterminate mode


                                                               ' Reset the flag that indicates if a process is currently running
                                                               isProcessRunning = False

                                                           End Function))