The keyword you want to search for is "Worker Thread". Basically it's what has been replied before, but you don't need to have a permanent thread for doing this jobs (as you may need to do more than one job at a time)...

The idea, basically, is to start a "Worker Thread" for every potentially-time-consuming task and release the GUI thread (the main thread) immediatly. You probably wants to have a busy switch so you can tell your user that the program is doing something (like having a different cursor).