How to prevent a Not Responding message on a window's title bar?

You need to use a BackgroundWorker so that the time consuming task will run in a separate thread asynchronously. That will allow Windows multitasking to make the UI responsive. You should use a wait cursor or some other visual indicator to let the user know that your application is busy.

From MSDN MSDN BackgroundWorker

The BackgroundWorker class allows you to run an operation on a separate, dedicated thread. Time-consuming operations like downloads and database transactions can cause your user interface (UI) to seem as though it has stopped responding while they are running. When you want a responsive UI and you are faced with long delays associated with such operations, the BackgroundWorker class provides a convenient solution.

To execute a time-consuming operation in the background, create a BackgroundWorker and listen for events that report the progress of your operation and signal when your operation is finished. You can create the BackgroundWorker programmatically or you can drag it onto your form from the Components tab of the Toolbox. If you create the BackgroundWorker in the Windows Forms Designer, it will appear in the Component Tray, and its properties will be displayed in the Properties window.

To set up for a background operation, add an event handler for the DoWork event. Call your time-consuming operation in this event handler. To start the operation, call RunWorkerAsync. To receive notifications of progress updates, handle the ProgressChanged event. To receive a notification when the operation is completed, handle the RunWorkerCompleted event.