ok, scusa, ho trovato la soluzione con:

codice:
        delegate void CallProgressBarStep(ProgressBar myProgressBar);

        private void ActuallyProgressBarStep(ProgressBar myProgressBar)
        {
            if (myProgressBar.InvokeRequired)
            {
                CallProgressBarStep del = ActuallyProgressBarStep;
                
                myProgressBar.Invoke(del, new object[] { myProgressBar });

                return;
            }

            myProgressBar.PerformStep();
        }