I haven't tried it but I think to capture the escape key you need to override the form's ProcessDialogKey method

protected override bool ProcessDialogKey(System.Windows.Forms.Keys keyData)
{
    System.Windows.Forms.Keys key = keyData;
    if(key == System.Windows.Forms.Keys.Escape)
    {
           // tell the business object to cancel here. 
           // may have to have some thread synchronization
           // logic (locks) on the business object
           // if its running on another thread.
    }
} 

HTH,
Dave

>The progress bar is registered as a listner, but I am not sure how to register the form as a listner and then test for the escape key.
>