Class Testklasse
 
  Public Sub New(fortschritt As Action(Of Integer))
    For i = 1 To 1000
      Threading.Thread.Sleep(20)
      fortschritt(i)
    Next
  End Sub
 
End Class

Class HauptForm
 
  Dim tk As Testklasse
 
  Private Sub Button1_Click(sender As Object, e As EventArgs) Handles _
    Button1.Click
    tk = New Testklasse(AddressOf Fortschritt)
  End Sub
 
  Private Sub Fortschritt(nr As Integer)
    Me.Label1.Text = nr.ToString
    Me.Label1.Refresh()
  End Sub
 
End Class

tk = New Testklasse(Sub(nr)
                      Me.Label1.Text = nr.ToString
                      Me.Label1.Refresh()
                    End Sub)