Capturing the focus event for a window

Hi All, I am fairly new to C# and am having an issue that I cant seem to find any info on. How do I capture the focus event for a Form? Basically I have a thread happening on a Form, and if the user clicks on another window and then clicks back on my window I no longer have a mouse busy cursor. I would like to capture this event and if the thread is still running then change the mouse cursor back to a Busy cursor. Any help woudl really be appreciated. Thank you.