Example:

using System;
using System.Threading;
using System.ComponentModel;
 
class Program
{
  static BackgroundWorker _bw;
 
  static void Main()
  {
    _bw = new BackgroundWorker
    {
      WorkerReportsProgress = true,
      WorkerSupportsCancellation = true
    };
    _bw.DoWork += bw_DoWork;
    _bw.ProgressChanged += bw_ProgressChanged;
    _bw.RunWorkerCompleted += bw_RunWorkerCompleted;
 
    _bw.RunWorkerAsync ("Hello to worker");
 
    Console.WriteLine ("Press Enter in the next 5 seconds to cancel");
    Console.ReadLine();
    if (_bw.IsBusy) _bw.CancelAsync();
    Console.ReadLine();
  }
 
  static void bw_DoWork (object sender, DoWorkEventArgs e)
  {
    for (int i = 0; i <= 100; i += 20)
    {
      if (_bw.CancellationPending) { e.Cancel = true; return; }
      _bw.ReportProgress (i);
      Thread.Sleep (1000);      // Just for the demo... don't go sleeping
    }                           // for real in pooled threads!
 
    e.Result = 123;    // This gets passed to RunWorkerCompleted
  }
 
  static void bw_RunWorkerCompleted (object sender,
                                     RunWorkerCompletedEventArgs e)
  {
    if (e.Cancelled)
      Console.WriteLine ("You canceled!");
    else if (e.Error != null)
      Console.WriteLine ("Worker exception: " + e.Error.ToString());
    else
      Console.WriteLine ("Complete: " + e.Result);      // from DoWork
  }
 
  static void bw_ProgressChanged (object sender,
                                  ProgressChangedEventArgs e)
  {
    Console.WriteLine ("Reached " + e.ProgressPercentage + "%");
  }
}

Source: Albahari, Joe. "Threading in C#": BackgroundWorker