SPLongOperation dialog delay start

Question

I'm trying to use SPLongOperation in my long running code but it gets start just before the end. Here is my code,

try
            {
                SPLongOperation.Begin(
                    "Processing data",
                    "Please wait it will take few seconds",
                    delegate(SPLongOperation longOp)
                    {
                        try
                        {
                            CustomHeader mainHeader = gatherData("Completed");
                            mainHeader.Processdata(args1,args2,args3)

                            string redirectURL = "./Confirmation.aspx?q=c";
                            longOp.End(redirectURL);

                        }
                        catch (System.Threading.ThreadAbortException) { /* thrown when redirected */ }
                        catch (Exception ex)
                        {

                        }
                    });
            }
            catch (System.Threading.ThreadAbortException) { /* thrown when redirected */ }
            catch (Exception ex)
            {

            }