>>>>>>>>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
>>
>>I wish :( project has gone over budget and I can't afford to upgrade at the moment
>
>If you can work with VS2012 Express for Windows it shouldn't cost you anything ?
>Haven't tried it but the main shortcoming seems to be lack of support for third party extensibility (e.g. can't use Resharper etc.)

Not just the cost of visual studio, but the time to recompile, test, distribute and fix any problems encountered.