One problem is that you're sleeping for 30 seconds. Normally you'd call ReportProgress at various points within your long-running task. So to demonstrate this, you might want to change your code to sleep for 1 second, but 30 times - calling ReportProgress each time it finishes a sleep.
ReportProgress is the method which you'll have to call in your 'working' method. This method will raise the 'ProgressChanged' event.
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