If you don't really understand how a progressbar works, then you may want to start out by experimenting with it, to help you get a better understanding of it.
Why don't you try putting a new progressbar on a form, name it "testProgressBar", put a new button on the form, and then put this code in the new button's click event handler:
testProgressBar.Minimum = 0
testProgressBar.Maximum = 10000
testProgressBar.Value = 0
For i As Integer = 1 to 10000
testProgressBar.Value += 1
Application.DoEvents()
Next
