Start by opening VS2010 and creating a new C# Winforms app. Run it, it should be fine.
Use the forms designer to add controls and event handlers.
If the event handler does something that is slow, add a background worker component, and put the slow code in the event handler it provides for a separate thread.
The UI thread will be responsive as long as you don't slow it down with code in an event handler.
My best advice is for you to believe that writing responsive winforms apps is not only possible, but really pretty easy with modern development tools. If you followed the above and have a specific wierdness then post the specific thing as a question, and you'll probably get help.
Also, you don't have to get fancy for simple apps - I just transitioned to the MVP pattern after more than 6 months of iterations on a fairly advanced LOB app project. I'm looking at MVVM now, but won't start really using it until I see the advantage.