Custom Event, Cross-Threading problem

[Cyb3rH4Xter]

Geez this is my fifth thread in like 2 days...

Anyway, the help I get here is awesome and I learn a lot so here is the problem:

When I register a function for an event I created the function is run on another thread apparently.

Code:

        // delegate declaration
        public delegate void ChangingHandler(object sender, ProgressArgs pa);

        // event declaration
        public event ChangingHandler ProgressChanged;
        private void StartIt()
        {
            myworker.ProgressChanged += new Worker.ChangingHandler(myworker_ProgressChanged);
            myworker.Start();

        }

        private void myworker_ProgressChanged(object sender, ProgressArgs e)
        {
            progressBar.Value = e.Percentage();
        }

It refuses to change the value on the progressbar because of that. If I do the same with a backgroundworker it works, why is my changed function executed on another thread and how do I make it execute on the main thread?