We cannot perform operation on a control, if that control was created by another thread.
Generally UI Controls
like Label, Button, etc. are created on Main Thread.
Whenever you try to access UI control from worker thread you will get cross thread exception.
This is the reason you are getting cross thread exception.
You can use BackgroundWorker
class for performing long running operation in .Net. Following link might help you to understand BackgroundWorker class
If you need further help please let me know.