Visual Basic.NET - Quisiera saber si uso bien BackGroundWorker

Hola, estoy usando un backgroundworker en el que me muestra en una progressbar lo que tarda en cargar los datos, y quisiera saber si lo estoy haciendo bien

Private Sub frmGestionCV_Load(ByVal sender As Object, ByVal e As System.EventArgs) Handles Me.Load
BackgroundWorker1.WorkerReportsProgress = True
BackgroundWorker1.RunWorkerAsync()
End sub

Private Sub BackgroundWorker1_DoWork(ByVal sender As System.Object, ByVal e As System.ComponentModel.DoWorkEventArgs) Handles BackgroundWorker1.DoWork
'Creamos un bucle y llamamos al método ReportProgress para que
'genere el evento ProgressChanged
For Contador As Integer = 1 To 1000
BackgroundWorker1.ReportProgress(Contador)
Next
End Sub

Private Sub BackgroundWorker1_ProgressChanged(ByVal sender As System.Object, ByVal e As System.ComponentModel.ProgressChangedEventArgs) Handles BackgroundWorker1.ProgressChanged
'Modificamos la propiedad Value del ProgressBar
ProgressBar1.Value = e.ProgressPercentage / 10
me.label1.Text= ProgressBar1.Value & " % Completado"
End Sub

Private Sub BackgroundWorker1_RunWorkerCompleted(ByVal sender As Object, ByVal e As System.ComponentModel.RunWorkerCompletedEventArgs) Handles BackgroundWorker1.RunWorkerCompleted
'Llamo a que carge los datos
Datos()
End Sub


Public Sub Datos()
oConexion = New MySqlConnection
oConexion.ConnectionString = cadena_conexion
'crear adaptador
Me.oDataAdapter = New MySqlDataAdapter("Select * from usuarios order by apellidos,nombre desc", oConexion)
'Crear dataset
Me.oDataSet = New DataSet
oConexion.Open()
'llenar con el adaptador el dataset
Me.oDataAdapter.Fill(oDataSet, "gestioncv")
oConexion.Close()
End Sub