I might be able to get a progress update when doing a large zip file. But I'm sure I can't do this when doing a call to SQL Server 2008, for example:-

string sqlStmt = String.Format("BACKUP DATABASE [{0}] TO DISK='{1}'", DatabaseName, BackupFullFilename);

using (SqlCommand cmd = new SqlCommand(sqlStmt, conn))

{

    conn.Open();

    cmd.ExecuteNonQuery();

    conn.Close();

}

Can the activityIndicator be run in its own thread?