ProgressDialong during query

In my app I execute a fairly complicated SQLite query which takes some time to complete (10+ secs.)
I want to display a ProgressDialog during the the query.

ProgressDialogShow2("Some message...",False)
DoEvents
cur = sql1.ExecQuery(qry)
ProgressDialogHide

Click to expand...

During the execution of the query the dialog does not "rotate".

Any way around this issue?