Heres an example:
VB Code:
  1. Delegate Sub dlgSetInteger(ByVal value As Integer)

  2.  
  3.     Private Sub SetProgressBar1Value(ByVal value As Integer)

  4.         If Me.ProgressBar1.InvokeRequired Then

  5.             Me.ProgressBar1.Invoke(New dlgSetInteger(AddressOf SetProgressBar1Value), New Object() {value})

  6.         Else

  7.             Me.ProgressBar1.Value = value

  8.         End If

  9.     End Sub

And now, instead of using:
VB Code:
  1. ProgressBar1.Value = 100
to set a value, write like this:
VB Code:
  1. SetProgressBar1Value(100)