.NET main loop

Sorry if this is OT, and if it is, please redirect (IIS joke :) ) to the
appropiate list.
 
I'm writing a managed dx9 app and, coming from the c++ world (and seeing the
sdk samples), my main loop is:
 
MainForm form=new MainForm();
engine.Init(form);
while(form.Created)
{
  engine.Update();
  engine.Render();
  Application.DoEvents();
}
engine.Dispose();
 
But I read in some blog that DoEvents is bad because it allocates ~200bytes
per call (kinda a lot), forcing the form class into gen1 garbage collection.
Now I'm asking you: what's the best way to do it?
 
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Peace and love,
Tweety
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YahooID: tweety_04_01