What is the ideal way to do this?

What would be the ideal way of doing this:

I want my app to display a dialog (modal) and then perform processing in the main window (the dialog is simply to let them know what's happening and allow them to click cancel). When the dialog is closed, terminate the processing. Also, as the processing occurs, I need the main window updated because it's contents are going to be changed. I know I need to use thread some how, but my current setup isn't working very well.

You can do it with a thread or use SetTimer and handle the WM_TIMER. To stop the processing, use KillTimer. Hope this helps.