Messagebox.showdialog() and multithread

Hello. In my c# app I want to use a Form as a dialog showing progress of time consuming operation. I mean:
I have the mainform, running on the unique main thread. When user click button a long update of data to a remote webservice is launched. I want the following beahvior: user click button, data update runs on the main thread (cause it update main form objects too); while the webservice is running I want that a form dialog is shown to the user (running on a second thread). The form will contain a progressbar update with the progress of the application. When the webservice finished, the second form will close. Here is my code:

//..main Thread:
System.Threading.Thread TR1 = new System.Threading.Thread(u);
Italia(); // <-- Webservice taking long time
TR1.Start();

private void u()
        {
            int y = this.Location.Y;
            int nav = ((SisCos)MdiParent).NavTree.Width;
            int parentlocx = this.MdiParent.Location.X;
            int parentlocy = this.MdiParent.Location.Y;
            Point pnt = new Point(parentlocx + nav + 5, parentlocy + y + 10);

            SisCosExplorer.UIsVarie.MessBoxSisCos MB = new SisCosExplorer.UIsVarie.MessBoxSisCos(); // <-- Derived from Form class: it's a form without border
            MB.Height = Convert.ToInt16(System.Math.Round(this.Height * .95, 0));
            MB.Width = Convert.ToInt16(System.Math.Round(this.Width * .95, 0));
            MB.Location = pnt;

            MB.ShowDialog();
        }

It' s all working great except for one thing: The second form (MB) it's not working like a dialog (even if i call MB.Showdialog). I mean, if the user click on the main form, main form is focused. And I don't want it at all cause the webservice it's uplaoding the main form. I think it's a thread problem. What can I do to make MB working like a real Dialog?
Thanks in advance