Windows application shows Not Responding

I have an windows application developed in C#, the application shows 'Not Responding' message till the code behind runs(even if no loops are executing, just the simple line of code, like calling constructor to db connection lines). No major working is being done in the code behind. Still it's showing not responding on front end (UI). I tried to do Thread.Sleep() but that's not working. Can some please suggest the possible solution for this.