Android - progress dialog does not close

I have a ListActivity class, and when any item on the list is clicked, a new activity is displayed. The new activity takes time to load, so i would like the users to know that there is something happening (in the form of a progress dialog)

So, in order to do this, i implemented Runnable in my class like this -

public class ProtocolListActivity extends ListActivity implements Runnable {
private ProgressDialog progDialog;
....
protected void onListItemClick(ListView l, View v, int position, long id) {
                    progDialog.show(this, "Showing Data..", "please wait", true, false);

    Thread thread = new Thread(this);
    thread.start();
}
....
public void run() {
     // some code to start new acti开发者_高级运维vity based on which item the user has clicked.
}

Initially, when i click, and the new activity is being loaded, the progress dialog works nicely, but when i close the previous activity (to get back to this list) the progress dialog is still running. I want the progress dialog to show up only for the time the new activity is being started.

Can someone please guide me on how to do this correctly.

---

Dialogs needs to be explicitly removed by programmer (or close by user). So, it should be done in this way:

in Activity A (calling activity)

protected void onListItemClick(ListView l, View v, int position, long id) {
    progDialog.show(this, "Showing Data..", "please wait", true, false);

    Thread thread = new Thread(this){
        // Do heavy weight work

        // Activity prepared to fire

        progDialog.dismiss();
    };
    thread.start();
}

Although in most use case, the heavy work should be on the callee Activity. In case, the heavy work is done onCreate of the callee, it should be like:

Activity B (Callee):

onCreate(){
    progDialog.show(this, "Showing Data..", "please wait", true, false);

    Thread thread = new Thread(this){
        // Do heavy weight work

        // UI ready

        progDialog.dismiss();
    };
    thread.start();
}

Anyway, the idea is still the same.