【C#のlockについて】

これでいけると思います。

using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.Data;
using System.Drawing;
using System.Text;
using System.Windows.Forms;

namespace TestThreading
{
    public partial class Form1 : Form
    {
        private BackgroundWorker bgWorker;
        delegate void dlgProgress(int percentage);
        bool wait = false;

        private readonly Object lockObject = new Object();  //ロック専用オブジェクト

        private bool IsWait
        {
            set 
            {
                lock (lockObject)
                {
                    wait = value;
                }
            }
            get 
            {
                bool flag = false;
                lock (lockObject)
                {
                    flag = wait;
                }
                return flag;
            }
        }

        public Form1()
        {
            InitializeComponent();
            bgWorker = new BackgroundWorker();
            bgWorker.DoWork += new DoWorkEventHandler(bgWorker_DoWork);
            bgWorker.RunWorkerCompleted += new RunWorkerCompletedEventHandler(bgWorker_RunWorkerCompleted);
        }



        private void button1_Click(object sender, EventArgs e)
        {
            this.progressBar1.Value = 0;
            this.button1.Enabled = false;

            bgWorker.RunWorkerAsync();

            this.IsWait = true;
            int count = 0;
            while (this.IsWait)
            {
                count++;
                System.Diagnostics.Debug.WriteLine("loop" + count);
                Application.DoEvents();
            }
            System.Diagnostics.Debug.WriteLine("loop end");

            this.button1.Enabled = true;
            progressBarUpdate(0);
        }

        void bgWorker_DoWork(object sender, DoWorkEventArgs e)
        {
            //時間のかかる処理
            for (int i = 0; i < 10; i++)
            {
                System.Threading.Thread.Sleep(500);
                int percentage = 10 * (i + 1);

                progressBarUpdate(percentage);
            }
        }

        void bgWorker_RunWorkerCompleted(object sender, RunWorkerCompletedEventArgs e)
        {
            this.IsWait = false;
        }


        /// <summary>
        /// プログレスバーの更新
        /// </summary>
        public void progressBarUpdate(int percentage)
        {
            if (!(this.IsHandleCreated))
            {
                return;
            }
            MethodInvoker process =
                (MethodInvoker)delegate()
                {
                    if (this.progressBar1.Maximum > percentage)
                        this.progressBar1.Value = percentage;
                    else
                        this.progressBar1.Value = 100;
                };
            if (this.InvokeRequired)
            {
                this.Invoke(process);
            }
            else
            {
                process.Invoke();
            }

         }

        private void Form1_FormClosed(object sender, FormClosedEventArgs e)
        {
            bgWorker.DoWork -= new DoWorkEventHandler(bgWorker_DoWork);
            bgWorker.RunWorkerCompleted -= new RunWorkerCompletedEventHandler(bgWorker_RunWorkerCompleted);

            bgWorker.Dispose();
            bgWorker = null;
        }
    }
}

.NETフレームワークのためのC#システムプログラミングの書籍が結構役に立ちますよ

（.NETフレームワークのためのC#システムプログラミング―Visual Studio2008対応）の方が新しいようです。