You cannot update UI from any other thread other than the UI thread. Use this to update thread on the UI thread.
private void AggiornaContatore()
{
if(this.lblCounter.InvokeRequired)
{
this.lblCounter.BeginInvoke((MethodInvoker) delegate() {this.lblCounter.Text = this.index.ToString(); ;});
}
else
{
this.lblCounter.Text = this.index.ToString(); ;
}
}
Please go through this chapter and more from this book to get a clear picture about threading:
http://www.albahari.com/threading/part2.aspx#_Rich_Client_Applications