You're missing the Handles clauses on the DoWork, ProgressChanged, and RunWorkerCompleted event handler function headers:
Private Sub backgroundWorker1_DoWork(ByVal sender As Object, ByVal e As DoWorkEventArgs) Handles backgroundWorker1.DoWork
Dim worker As BackgroundWorker = TryCast(sender, BackgroundWorker)
For i As Integer = 1 To 10
If worker.CancellationPending = True Then
e.Cancel = True
Exit For
Else
System.Threading.Thread.Sleep(1000)
worker.ReportProgress(i * 10)
End If
Next
End Sub
Private Sub backgroundWorker1_ProgressChanged(ByVal sender As Object, ByVal e As ProgressChangedEventArgs) Handles backgroundWorker1.ProgressChanged
resultLabel.Text = (e.ProgressPercentage.ToString() & "%")
End Sub
Private Sub backgroundWorker1_RunWorkerCompleted(ByVal sender As Object, ByVal e As RunWorkerCompletedEventArgs) Handles backgroundWorker1.RunWorkerCompleted
If e.Cancelled = True Then
resultLabel.Text = "Canceled!"
ElseIf e.[Error] IsNot Nothing Then
resultLabel.Text = "Error: " & e.[Error].Message
Else
resultLabel.Text = "Done!"
End If
End Sub