Background Worker thread not ending on cancellation - vb.net

Question

I am having a little issue, I finally figured out how to add a background worker to my application now my only problem is it does not end the thread, or atleast not fast enough when I am clicking my cancel button. I must be doing something wrong. I would like for it to abort the thread as soon as the button is clicked. Is this feasable? My thread is by no means extensive.
I am going to post some examples of the way I am doing it.
Public Sub New()
InitializeComponent()
bw.WorkerReportsProgress = True
bw.WorkerSupportsCancellation = True
AddHandler bw.DoWork, AddressOf bw_DoWork
' AddHandler bw.ProgressChanged, AddressOf bw_ProgressChanged
AddHandler bw.RunWorkerCompleted, AddressOf bw_RunWorkerCompleted
End Sub
My DoWork Event
Private Sub bw_DoWork(ByVal sender As Object, ByVal e As DoWorkEventArgs)
If bw.CancellationPending = True Then
e.Cancel = True
WorkEventRunning = False
Else
CheckForIllegalCrossThreadCalls = False
Dim worker As BackgroundWorker = CType(sender, BackgroundWorker)
'my long winded event
' more of my long winded event.
End if
My Cancel button Code
Private Sub ToolStripButton2_Click_1(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles ToolStripButton2.Click
'Stop
If bw.WorkerSupportsCancellation = True Then
WorkEventRunning = False
bw.CancelAsync()
bw.Dispose()
End If
And my WorkCompleted
Private Sub bw_RunWorkerCompleted(ByVal sender As Object, ByVal e As RunWorkerCompletedEventArgs)
If e.Cancelled = True Then
'canceled
WorkEventRunning = False
ElseIf e.Error IsNot Nothing Then
MsgBox(e.Error.Message)
Else
'done
End If
End Sub

Answer 1

In the DoWork event, test for CancellationPending inside the long winded event.
Supposing that this long procedure contains a For-Loop or a ForEach then at every loop test for CancellationPending
For example:
Dim worker As BackgroundWorker = CType(sender, BackgroundWorker)
Dim x as Integer
For x = 0 to 1000000
If worker.CancellationPending = True Then
e.Cancel = True
Return
Else
.... ' Execute the works for this loop
End If
Next
The same test could be done inside the RunWorkerCompleted event because CancelAsync() sets the internal value for the CancellationPending property. See this question to look at the inner workings of CancelAsync()