.NET Run thread in background windows form

I have a .NET windows forms application.  The process I have works fine, but the UI is unavailable while it is performed.  It takes about 30 seconds to complete.

Once the user selects a file to process, the UI locks up since it is using the same thread.  

What is the best way to perform this on a new thread and then alert the user with a messagebox it is completed?

If odiag.ShowDialog() = Windows.Forms.DialogResult.OK Then

                'set wait cursor
                Me.Cursor = Cursors.WaitCursor

                'Start the process
                Dim hte As New HTMLTableToCSVExcel(odiag.FileName)

                'display message to user when process completed
                MessageBox.Show(String.Format("File was saved in {0}", hte.savedPath), "File Created")

            End If

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