ThreadStateException

I get this exception when I tying...

Code:

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SaveFileDialog dlg = new SaveFileDialog();

            dlg.Filter = "binary files (*.bin)|*.bin";
            dlg.FilterIndex = 1;
            dlg.RestoreDirectory = true;
            dlg.ShowDialog(); //Exception throwed

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Function Main() is already marked with attribute [STAThread]
My program consists with many threads .

Which thread are you displaying the dialog in?

Code:

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new Thread
            (
                delegate()
                {
                //...
                }
            ).Start();

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Exactly I started a windows form (Application.Run()) from new Thread.Start() and that form by button click called this function with problems