C5.5 and a long running SQL stored proc

Hi,
I have a long running SQL Server stored procedure which I execute from my
C5.5 application with Prop:SQL. I want to open a window with an animated GIF
while my stored proc is running so that users coul'd see that something is
going on. I tryed to solve the problem by openning the window, then starting
the source procedure which calls my SQL SP on another thread and then
posting the event to the window when the execution of SP is over, but the
application behaves like it is working with only one thread.
Does someone have a sollution for this problem?
Is the cause of this problem the fact that C5.5 uses cooperative threading
model vs. preemptive threading in C6?
Any source example would be much appreciated.

TIA,
Miljen