>>>>>Thanks Viv,
>>>>>I think I have it working now.
>>>>
>>>>Just for the heck of it - a Task based version which gets rid of BackgroundWorker altogether and, because it's parallel, should be a whole lot faster:

        private void BtnTask_OnClick(object sender, RoutedEventArgs e)
>>>>        {
>>>>            btnTask.IsEnabled = btnEmail.IsEnabled = false;
>>>>            txtInfo.Text = string.Empty;
>>>>
>>>>            //Dummy list of Primary Keys
>>>>            var emailPKs = new List<int> { 1, 2, 3, 4, 5, 6, 7, 8, 9, 10 };
>>>>            progressBar.Maximum = emailPKs.Count;
>>>>            progressBar.Minimum = 0;
>>>>
>>>>            List<Task> tasks = new List<Task>();
>>>>            var ui = TaskScheduler.FromCurrentSynchronizationContext();
>>>>
>>>>            foreach (var id in emailPKs)
>>>>            {
>>>>                var send = Task.Factory.StartNew(() =>
>>>>                    {
>>>>                    return SendEmail(id);
>>>>                });
>>>>                tasks.Add(send);
>>>>
>>>>                var display = send.ContinueWith(result =>
>>>>                {
>>>>                    txtInfo.Text += String.Format("Email to {0} - {1}{2}", send.Result.EmailId,
>>>>                                                       send.Result.Status.ToString(), Environment.NewLine);
>>>>                    progressBar.Value++ ;
>>>>                }, ui)
>>>>                ;
>>>>            }
>>>>
>>>>
>>>>            Task.Factory.ContinueWhenAll(tasks.ToArray(), result =>
>>>>            {
>>>>                txtInfo.Text += "Complete." + Environment.NewLine;
>>>>                btnTask.IsEnabled = btnEmail.IsEnabled = true;
>>>>                progressBar.Value = progressBar.Maximum;
>>>>            }, CancellationToken.None, TaskContinuationOptions.None, ui);
>>>>
>>>>        }

>>>>Snag is SMTP (if that's what you are using) may not be able to handle being hit from all directions :-{
>>>
>>>Hmm, interesting stuff Viv. I may make use of it elsewhere for updating a table with 4000 odd updates, Unless that might be a problem too.
>>
>>If you mean updating an ADO.NET Datatable then I don't think it would work - Datatable is threadsafe for reads but not for writes.
>>
>>One addition to .NET 4.5 (if you are using it) is the BindingOperations.EnableCollectionSyncronization() method. If you have a collection databound to the UI this will enable you to update it on a different thread with the UI automatically updated. See: http://dotnet.dzone.com/articles/wpf-45-%E2%80%93-part-7-accessing for a simple example. Since you originally wanted to update a DataGrid the approach might well be worth exploring....
>
>Unfortunately I'm on .NET 4.0 :(

Upgrade ! :-}
In addition to the changes in the core framework there are some nice WPF improvements: http://msdn.microsoft.com/en-us/library/bb613588.aspx