.Net target framework affecting the display of "Not Responding" on the title bar

Hi forum members,
Recently, a client found that after an upgrade, the application no longer shows the "[Not Responding]" at the title bar when it is, well... not responding.
After some investigation, we found that this happens because we upgraded the .Net framework version of our application from 2.0 to 4.0.
We verified that by creating a small WinForms application with only a form and a single button on it.
In the button's Click event handler we added Thread.Sleep(10000).
We then ran the application, clicked the button and while the thread was sleeping, clicked on a few places on the form and tried to move it around.
After a few seconds, we saw the 'Not Responding' message on the form's title bar.
However, when we changed the Target Framework of the application to 4.0, we no longer saw that.
Also, when the "Not Responding" is displayed (.Net FW 2.0 or 3.5), you are able to minimize the form.
So this is also not available anymore now that the target framework is 4.0.
Our client now complains that they have no way of knowing that the application is doing something in the background and also, when it is 'stuck' they cannot even minimize the screen to work on something else in the meanwhile.

Any ideas?

Lior.