Problem displaying a messageBox

I just tried it with your code and it seems to work fine.  Here is the code I called in my Form to ensure it was being called from a separate thread.  Could some other part of your program be causing an exit?  I would turn on exception handling under Exceptions in the Debug Menu and check the CLR Exceptions :

private void Form1_Load(object sender, EventArgs e)
 {
 // TODO: This line of code loads data into the 'fPNWINDDataSet.Customers' table. You can move, or remove it, as needed.
 Thread oMessage = new Thread(new ThreadStart(ShowMessage));
 oMessage.Start();
}

private void ShowMessage()
 {
    DisplayMessage("testing");
 }

private delegate void DisplayMessageDelegate(string msg);

public void DisplayMessage(string message)

if (InvokeRequired)

DisplayMessageDelegate displayMessageDelegate = new DisplayMessageDelegate(DisplayMessage);

this.Invoke(displayMessageDelegate, new object[] { message });

else

// this.labelStatus.Text = message; // Works well

MessageBox.Show(message, "Info", MessageBoxButtons.OK, MessageBoxIcon.Exclamation, MessageBoxDefaultButton.Button1); // Application exits when called

My delegate used to call a different method, but I've seen in the "Safe, Simple Multithreading in Windows Form" tutorial [http://msdn2.microsoft.com/en-us/library/ms951089.aspx] that their delegate was invoking back the same method, which avoids creating 2 methods doing almost  the same thing.

Thanks!

try putting the method that you are delegating to in a separate method.  Looks like you are invoking back to the same method you are in, which I suspect is dangerous.