Component calling a form

I've created a class library and a component. The component just waits until
a UDP message arrives. What I'd like to do is when I get a message is show a
form that has the data that UdpClient.Receive returns.

So I created a Windows form, with a single text box, in the class library.
If I attempt to show the form with Form.Show() my application becomes "Not
Responding". If I start a thread to show the form, the form just flashes
briefly. If I use Form.ShowDialog() things seem to work ok, except that only
one form at a time will show if there are several messages. Closing the form
then brings up the next message.

I assume I'm doing something wrong by trying to show a form from a
component, but don't really know. Can anyone suggest how to do this
properly?

Thanks,
Mike