There's a number of ways you can acheive this. There are alot of Progress Bar tutorials, you could create one in MDX and dock the window using hOs.dll.
There quite a few lag scripts about, so instead of displaying the data on dialogs using /did you'd use the /dll command. I thought you had a lagscript on your toolbar anyway.
Instead of writing to a dialog control as I said use the /dll command.
-Andy