VB.NET 2005 - Status label not updating with progress bar

I am writing a program in VB.NET 2005 that contains a StatusStrip, progress bar, and status label. Each time a file is copied, the progress bar increments and the status label should say "Copying fax # xx of xx." The problem is that the progress bar works fine, but the status label is not displayed until the progress bar finishes. When I stepped through the code, I see that the status label is updated correctly; it just isn't displayed until AFTER the progress bar. I would like for the status label to be displayed and updated at the same time that the progress bar is updated. Does this require threading? If so, can someone please show me how (with code) because I have no clue when it comes to threading. Thanks!

[b]Here's my code:[/b]
    Private Sub mnu_ReceiveFaxOn_Click(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles mnu_ReceiveFaxOn.Click
        If mnu_ReceiveFaxOn.Checked Then
            Exit Sub
        Else
            mnu_ReceiveFaxOn.Checked = True
            mnu_ReceiveFaxOff.Checked = False
            sb_Status.Visible = True
            pbar_FaxStatus.Value = 0
            sbl_FaxStatus.Text = ""
            GetNewFaxes()
        End If
    End Sub

    Private Sub GetNewFaxes()
        Dim ClmFaxes As New DataTable
        Dim BatchNumber As Long
        Dim BatchName As String
        Dim TotalPages As Integer
        Dim SourceFile As String
        Dim DestFile As String
        Dim FaxCounter As Integer
        Dim RecordCount As Integer
        Dim PageCount As Integer

        Try
            GetClmFaxes(m_EmployeeID)
            ClmFaxes = LoadClmFaxes()

            RecordCount = ClmFaxes.Rows.Count

            For FaxCounter = 1 To RecordCount
[b]                sbl_FaxStatus.Text = "Copying fax # " & FaxCounter & " of " & RecordCount[/b]

                BatchNumber = ClmFaxes.Rows(FaxCounter - 1).Item("BaseID")
                BatchName = BatchNumber.ToString("00000000")
                TotalPages = ClmFaxes.Rows(FaxCounter - 1).Item("NumPages")

                For PageCount = 1 To TotalPages
                    SourceFile = My.Settings.ClmFaxFromPath & "\" & BatchName & "." & PageCount.ToString("000")
                    DestFile = My.Settings.ClmFaxTempPath & "\" & BatchName & "." & PageCount.ToString("000")

                    My.Computer.FileSystem.CopyFile(SourceFile, DestFile)
                Next

[b]                pbar_FaxStatus.Increment(10)[/b]
            Next

            Windows.Forms.Cursor.Current = Cursors.Default
        Catch ex As System.Exception
            My.Application.Log.WriteException(ex)
        End Try
    End Sub