In my application I have a simple module were I will read files for some process that will take few seconds..so I thought of displaying a progress bar(using worker thread) while the files are in progress.I have created a thread (code shown below) and also I designed a dialog window with progress control.I used the function MyThreadFunction below to display the progressbar but it just shows only one time and disappears,I am not sure how to make it work.I tried my best inspite of the fact that I am new to threading.

 reading files
    void ReadMyFiles()
    {

       for(int i = 0; i < fileCount ; fileCount++)
        {   
        CWinThread* myThread = AfxBeginThread((AFX_THREADPROC)MyThreadFunction,NULL);
        tempState = *(checkState + index);
        if(tempCheckState == NOCHECKBOX)
        {
            //my operations
        }
        else//CHECKED or UNCHECKED
        {
            //myoperation
        }
        myThread->PostThreadMessage(WM_QUIT,NULL,NULL);
        }
    }

    thread functions
    UINT MyThreadFunction(LPARAM lparam)
    {
        HWND dialogWnd = CreateWindowEx(0,WC_DIALOG,L"Proccessing...",WS_OVERLAPPEDWINDOW|WS_VISIBLE,
                        600,300,280,120,NULL,NULL,NULL,NULL);
        HWND pBarWnd =  CreateWindowEx(NULL,PROGRESS_CLASS,NULL,WS_CHILD|WS_VISIBLE|PBS_MARQUEE,40,20,200,20,
                                dialogWnd,(HMENU)IDD_PROGRESS,NULL,NULL);

        MSG msg;

        PostMessage( pBarWnd, PBM_SETRANGE, 0, MAKELPARAM( 0, 100 ) );
        PostMessage(pBarWnd,PBM_SETPOS,0,0);
        while(PeekMessage(&msg,NULL,NULL,NULL,PM_NOREMOVE))
        {
            if(msg.message == WM_QUIT)
            {
                DestroyWindow(dialogWnd);
                return 1;
            }
            AfxGetThread()->PumpMessage();
            Sleep(40);
        }
        return 1;


    }