I have the following in my Activity that I use to download a users films in their LoveFilm queue, but the ProgressDialog never appears.
public class MyListActivity extends Activity {
    SharedPreferences prefs;
    ProgressDialog m_progressDialog;
    Thread listThread;
    User user;
    private Runnable threadProc_initializeQueue = new Runnable() {
        public void run() {
            user.fetchQueues();
            Queue defaultQueue = user.getDefaultQueue();
            defaultQueue.fetchTitles();
            m_progressDialog.dismiss();
        }
    };
    /* (non-Javadoc)
     * @see android.app.Activity#onCreate(android.os.Bundle)
     */
    @Override
    protected void onCreate(Bundle savedInstanceState) {
        super.onCreate(savedInstanceState);
        prefs = getSharedPreferences(getString(R.string.app_name), MODE_PRIVATE);
        // Authenticate the user if needs be.
        if(!prefs.getBoolean("isAuthenticated", false)) {
            Intent i = new Intent(this, OAuthActivity.class);
            startActivity(i);
            finish();
        } else {
            // Get the users default list.
            LoveDroid app = (LoveDroid) getApplication();
            user = new User(app);
            m_progressDialog = ProgressDialog.show(MyListActivity.this, "Please Wait", "Loading", true);
            listThread = new Thread(null, threadProc_initializeQueue);
            listThread.run();
        }
    }
I've seen others with this problem, and they all basically get around to recommending a line that looks like mine
m_progressDialog = ProgressDialog.show(MyListActivity.this, "Please Wait", "Loading", true);
The rest of the code works, the users films are downloaded via the thread, but the dialog never shows up, it takes a few seconds too, it's not like the dialog is being dismissed before it's had time to appear.