Got it work but now have other issues updating an object on the UI thread but as for getting the progress indcator to work I am good to go. Here is the VB.net version just incase some one else needs the same thing.
Private WithEvents bgWorker As New BackgroundWorker
Private Sub RefreshExecute(ByVal param As Models.NameModel)
IsBusy = True
Private Sub bgWorker_DoWork(ByVal sender As Object, ByVal e As System.ComponentModel.DoWorkEventArgs) Handles bgWorker.DoWork
Private Sub bgWorker_DoWork(ByVal sender As Object, ByVal e As System.ComponentModel.RunWorkerCompletedEventArgs) Handles bgWorker.RunWorkerCompleted
IsBusy = False