[2005] Threading/BackgroundWorker and dataset

[maps]

Dear Folks,
i have seen almost all posts and links on this forum about the above topic
but i cant get to do what i want. And everything has made me confused thats why i need your help.

Scenario:
From a menu button on the mainform, I load a form(childform) that has a datagridview and a good number of controls. The form waits to show up untill the dataset that feeds that datagridview is filled with data. And the number of controls on this form also makes it longer for the form to show up.
So, to avoid puzzling up the user, i would like to show a progress form while the dataset is loading.After the dataset has loaded, the progessform should be disposed off and then the form showsup with the datagridview having all the data. This implies that i need to use a maquee kind of progess since i dont know how long it would take for my dataset to fill.This is not a problem.

How can i do this?
Should i use threading or a background worker and how?