This is where I learned the basics of multi-threading.
http://www.devx.com/DevX/10MinuteSol...20365/0/page/3

In your case, you want your worker thread to be able to change a control on your form's thread, so (as everyone else also said) you'll also need to add a Delegate to your form's class. The link I posted covers everything except the delegate aspect. I'm not sure why they left that out, as it is fairly important. But to me it is still a great beginner's tutorial.