Press key to break a loop

C# windows form has problem that when a loop is executed, it disables all other events. So when a loop is too long, I can't stop the program properly (can't press the close button). Anyone know how to solve this problem, please help. To simplify the problem, here is a sample code.

public partial class Form1 : Form
{
    public Form1()
    {
        InitializeComponent();
    }

    private void Form1_KeyDown(object sender, KeyEventArgs e)
    {
        if (e.KeyCode == Keys.S)
        {
            CheckLoop();
        }
    }

    void CheckLoop()
    {
        progressBar1.Maximum = 9999999;
        progressBar1.Value = 0;
        while (progressBar1.Value != progressBar1.Maximum)
        {
            progressBar1.Value++;
            if (Control.ModifierKeys == Keys.Alt)//Did not break when press Alt???
                break;
        }
    }
}

The question is how to make the Alt key works the way it supposes to work? Thanks for reading.