Change WPF controls from a non-main thread using Dispatcher.Invoke

I have recently started programming in WPF and bumped into the following problem. I don't understand how to use the Dispatcher.Invoke() method. I have experience in threading and I have made a few simple Windows Forms programs where I just used the

Control.CheckForIllegalCrossThreadCalls = false;

Yes I know that is pretty lame but these were simple monitoring applications.

The fact is now I am making a WPF application which retrieves data in the background, I start off a new thread to make the call to retrieve the data (from a webserver), now I want to display it on my WPF form. The thing is, I cannot set any control from this thread. Not even a label or anything. How can this be resolved?

Answer comments:
@Jalfp:
So I use this Dispatcher method in the 'new tread' when I get the data? Or should I make a background worker retrieve the data, put it into a field and start a new thread that waits till this field is filled and call the dispatcher to show the retrieved data into the controls?

The first thing is to understand that, the Dispatcher is not designed to run long blocking operation (such as retrieving data from a WebServer...). You can use the Dispatcher when you want to run an operation that will be executed on the UI thread (such as updating the value of a progress bar).

What you can do is to retrieve your data in a background worker and use the ReportProgress method to propagate changes in the UI thread.

If you really need to use the Dispatcher directly, it's pretty simple:

Application.Current.Dispatcher.BeginInvoke(
  DispatcherPriority.Background,
  new Action(() => this.progressBar.Value = 50));

japf has answer it correctly. Just in case if you are looking at multi-line actions, you can write as below.

Application.Current.Dispatcher.BeginInvoke(
  DispatcherPriority.Background,
  new Action(() => { 
    this.progressBar.Value = 50;
  }));

Information for other users who want to know about performance:

If your code NEED to be written for high performance, you can first check if the invoke is required by using CheckAccess flag.

if(Application.Current.Dispatcher.CheckAccess())
{
    this.progressBar.Value = 50;
}
else
{
    Application.Current.Dispatcher.BeginInvoke(
      DispatcherPriority.Background,
      new Action(() => { 
        this.progressBar.Value = 50;
      }));
}

Note that method CheckAccess() is hidden from Visual Studio 2015 so just write it without expecting intellisense to show it up. Note that CheckAccess has overhead on performance (overhead in few nanoseconds). It's only better when you want to save that microsecond required to perform the 'invoke' at any cost. Also, there is always option to create two methods (on with invoke, and other without) when calling method is sure if it's in UI Thread or not. It's only rarest of rare case when you should be looking at this aspect of dispatcher.

When a thread is executing and you want to execute the main UI thread which is blocked by current thread, then use the below:

current thread:

Dispatcher.CurrentDispatcher.Invoke(MethodName,
    new object[] { parameter1, parameter2 }); // if passing 2 parameters to method.

Main UI thread:

Application.Current.Dispatcher.BeginInvoke(
    DispatcherPriority.Background, new Action(() => MethodName(parameter)));

The @japf answer above is working fine and in my case I wanted to change the mouse cursor from a Spinning Wheel back to the normal Arrow once the CEF Browser finished loading the page. In case it can help someone, here is the code:

private void Browser_LoadingStateChanged(object sender, CefSharp.LoadingStateChangedEventArgs e) {
   if (!e.IsLoading) {
      // set the cursor back to arrow
      Application.Current.Dispatcher.BeginInvoke(DispatcherPriority.Background,
         new Action(() => Mouse.OverrideCursor = Cursors.Arrow));
   }
}