BackgroundWorker uses by default a ThreadPool thread, but you can override this behavior. First you need to define a custom SynchronizationContext:

public class MySynchronizationContext : SynchronizationContext
{
    public override void Post(SendOrPostCallback d, object state)
    {
        Thread t = new Thread(d.Invoke);
        t.SetApartmentState(ApartmentState.STA);
        t.Start(state);
    }
}

And override the default SynchronizationContext, like this, before you use your BackgroundWorker:

   AsyncOperationManager.SynchronizationContext = new MySynchronizationContext();

NOTE: this can have performance effects on the rest of your application, so you might want to restrict the new Post implementation (for example using the state or d parameters).