I've seen this thing[1] going around for a while now, and would like to note that it is an insanely dumb idea (IMO). Basically, the idea is that you override the render method of your web form to output the whole page, and then keep sending javascript blocks to the client to update a progress bar (never returning from render). Not only do you end up generating horrendously invalid html, you also tie up your server's resources while this long running request is executing. Assuming it is intensive because
a) it takes a lot of processing power
or
b) there are a lot of people doing something that requires relatively little processing
This can only lead to problems. In any case, I wrote more about this in the comments on one of the first posts that suggested this solution [2]. Bottom line, do it right, don't do it this way.
[1] http://www.myblogroll.com/Articles/progressbar
[2] http://www.ddconsult.com/blogs/illuminati/archives/000089.html