How to properly set up BackgroundWorker in WPF VB - vb.net

Question

I am working in VB and when the end user clicks on a button, I want to show a “Please wait” window (no progress update necessary) and trigger the process in the background on another thread as it might take a while to complete. I understand BackgroundWorker is the recommended approach for this, and although I have previously set up a BGW on a windows forms application, I am new to WPF and having a hard time understanding the differences.
In order to reuse some of my code, I have written a function (“DbOperation”) that executes a SQL stored procedure (from parameter) and returns a data table (or NULL if no output), and it seems to work well everywhere except in concert with my BGW.
I understand UI should only be affected by the main thread, and background threads should not touch the UI, and the BGW thread should call the long-running process.
Private Sub btnProcessReports_Click(sender As Object, e As RoutedEventArgs) Handles btnProcessReports.Click
'Set up background worker
bgw.WorkerReportsProgress = False
bgw.WorkerSupportsCancellation = False
AddHandler bgw.DoWork, AddressOf bgw_DoWork
AddHandler bgw.RunWorkerCompleted, AddressOf bgw_RunWorkerCompleted
'Show please wait window
f.Label1.Text = "Importing web reports. Please wait."
f.Show()
'Start the work!
bgw.RunWorkerAsync()
End Sub
Private Sub bgw_DoWork(sender As Object, e As DoWorkEventArgs)
'Set current thread as STA
Thread.CurrentThread.SetApartmentState(ApartmentState.STA)
'Trigger job
Dim Qry As String = "EXEC [msdb].[dbo].sp_start_job N'Import Online Payment Portal Reports';"
DbOperation(Qry)
End Sub
Public Function DbOperation(ByVal qry As String, Optional ByVal type As DatabaseQueryReturnType = DatabaseQueryReturnType.NonQuery) As Object
Dim objDB As New Object
Dim dt As DataTable
Dim da As SqlDataAdapter
OpenConnection()
Dim cmd As New SqlCommand(qry)
cmd.Connection = con
If type = DatabaseQueryReturnType.DataTable Then
dt = New DataTable
da = New SqlDataAdapter(cmd)
Try
da.Fill(dt)
Catch ex As Exception
MessageBox.Show("Error retrieving data from database: " & ex.Message.ToString)
End Try
objDB = dt
dt.Dispose()
CloseConnection()
Return objDB
ElseIf type = DatabaseQueryReturnType.NonQuery Then
Try
cmd.ExecuteNonQuery()
Catch ex As Exception
MessageBox.Show("Error executing nonquery: " & ex.Message.ToString)
End Try
objDB = Nothing
CloseConnection()
Return objDB
End If
Return objDB
End Function
When I try running the program, it gives me “The calling thread must be STA, because many UI components require this.” on the line that calls my function. After a bit of research, I learned that you have to call SetApartmentState() before the thread is started, but this doesn’t make sense since the recommended code seems to be:
Thread.CurrentThread.SetApartmentState(ApartmentState.STA)
After adding this line, I then get “Failed to set the specified COM apartment state” on that line of code.
I have also tried commenting out the messagebox lines in the function in case it was trying to open the messageboxes on the UI thread, but it had no impact and I still got the same errors.
What am I missing in my code to get the function to run on the BGW thread?