[c#] How to use BeginInvoke C#

Could you explain this for me please:

someformobj.BeginInvoke((Action)(() =>
{
    someformobj.listBox1.SelectedIndex = 0;
}));

Could you tell me how can I use begininvoke exactly? What is Action type? Why there is blank brackets ()? And what does this mean =>?

I guess your code relates to Windows Forms.
You call BeginInvoke if you need something to be executed asynchronously in the UI thread: change control's properties in most of the cases.
Roughly speaking this is accomplished be passing the delegate to some procedure which is being periodically executed. (message loop processing and the stuff like that)

If BeginInvoke is called for Delegate type the delegate is just invoked asynchronously.
(Invoke for the sync version.)

If you want more universal code which works perfectly for WPF and WinForms you can consider Task Parallel Library and running the Task with the according context. (TaskScheduler.FromCurrentSynchronizationContext())

And to add a little to already said by others: Lambdas can be treated either as anonymous methods or expressions.
And that is why you cannot just use var with lambdas: compiler needs a hint.

UPDATE:

this requires .Net v4.0 and higher

// This line must be called in UI thread to get correct scheduler
var scheduler = System.Threading.Tasks.TaskScheduler.FromCurrentSynchronizationContext();

// this can be called anywhere
var task = new System.Threading.Tasks.Task( () => someformobj.listBox1.SelectedIndex = 0);

// also can be called anywhere. Task  will be scheduled for execution.
// And *IF I'm not mistaken* can be (or even will be executed synchronously)
// if this call is made from GUI thread. (to be checked) 
task.Start(scheduler);

If you started the task from other thread and need to wait for its completition task.Wait() will block calling thread till the end of the task.

Read more about tasks here.