How to terminate running function?

Question

I have found a simple progressbar dialog class and am trying to use it in my app.

All seems to be ok except when I click Cancel and Progress bar dialog calls worker.CancelAsync();. When this happens, my process is still waiting for the end.

It is difficult to understand so I am pasting my code. The question is: how to completely terminate 'engine' function running when progressbardialog calls worker.CancelAsync();

class LibWrap //containing the LONG process with dll 
{ 
public bool cancelThisBoringProcess; 
public int currentPecentage; 
public delegate void  pfnCallback(int progress, out bool cancel); 
public void showProgress(int progress, out bool cancel) 
{ 
 cancel = cancelThisBoringProcess;  
 currentPecentage = progress; 
}  
[DllImport("Lib.DLL", CallingConvention = CallingConvention.Cdecl)] 
 public unsafe static extern byte* bufferOp(byte* data,pfnCallback del); 
public unsafe  BitmapFrame engine(BitmapFrame incomingFrame) 
{ 
//... 
 fixed (byte* inBuf = incoming) 
 { 
var callback = new pfnCallback(showProgress); 
byte* outBuf = bufferOp(inBuf, callback);//this is DLL function with callback to get out percentage //and pass cancel 
      GC.KeepAlive(callback); 
//.... 
} 
} 
} 
class Main 
{ 
void OnClick(object sender, RoutedEventArgs e) 
{ 
ProgressDialog dlg = new ProgressDialog(""); 
LibWrap lwrap = new LibWrap(); 
DoWorkEventHandler handler = delegate { BitmapFrame bf = lwrap.engine(img)); }; 

            dlg.AutoIncrementInterval = 100; 
            dlg.IsCancellingEnabled = true; 
            dlg.Owner = Application.Current.MainWindow; 
            dlg.RunWorkerThread(handler); 
} 
}