Problema com JProgressBar em um JDialog

import javax.swing.JDialog;

import javax.swing.JProgressBar;

import javax.swing.WindowConstants;

public class ProgressBarDialog extends Thread {

JProgressBar pb = new JProgressBar();

JDialog dialog = new JDialog();

public void run() {

	pb.setStringPainted(true);
	pb.setPreferredSize(new Dimension(250,50));
	pb.setString("");
	pb.setVisible(true);
	pb.setIndeterminate(true);
	dialog.setDefaultCloseOperation(WindowConstants.DO_NOTHING_ON_CLOSE);
	dialog.setTitle("Processo em andamento");
	dialog.getContentPane().add(pb);
	dialog.pack();
	dialog.setLocationRelativeTo(null);
	dialog.setVisible(true);
}

public void closedialog() {
	dialog.setVisible(false);
	dialog.dispose();
}