Try to edit the ProgressChanged handler and also process the RunWorkerCompleted event:
Private Sub BGWProcess_ProgressChanged(sender As Object, e As ProgressChangedEventArgs) Handles BGWProcess.ProgressChanged
TxtProgress.Text = e.ProgressPercentage.ToString
'PictureBox1.Image = Destination ' <-- REMOVED
End Sub
Private Sub BGWProcess_RunWorkerCompleted(sender As Object, e As RunWorkerCompletedEventArgs) Handles BGWProcess.RunWorkerCompleted
PictureBox1.Image = Destination
End Sub
In addition, before starting the worker, make sure that Destination is not assigned to picture box. For example:
PictureBox1.Image = Nothing
BGWProcess.RunWorkerAsync()