Threads and callbacks

These things are the most confusing things in the world.

I've got the thread part figured out, but how do I let the application
"know" the status of the work being performed on the thread?

My Code below shows how I start the thread. I'd just like to know what I
need to include in my "InsertIntoDatabase" function to notify the app that
it's done....
li.PrepareToInsert(ConnectionString);

Thread t=new Thread(new ThreadStart(li.InsertIntoDatabase));

t.Start();

Thanks

Tom B