AsyncCallBack - Does it have to be static / Does it have to return void?

The callback doesn't have to be static, but you are right to be concerned about thread safety. The callback method will be called on a different thread, so if it uses some data that the main thread is also using, you have to synchronise the access to that data.

Read how to use the Asynchronous Programming Pattern (APM): msdn.microsoft.com/en-us/library/ms228963.aspx.

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