Hi,
In dot Net if you use updatePanel and UpdateProgress, you can have similar progress looking. (take a look at my code example). The progress will be indicated with an gif animation image running, with a lot of application this is enough.
But if you want to know how far user is with the progress, then there will be some synchronizing with server (from client side) or at least some tricky setting so you have some percentage too.
This is for more advance progress bar (with code and tutorial)
http://www.beansoftware.com/ASP.NET-Tutorials/ProgressBar-User-Control.aspx
Or :
http://www.codeproject.com/KB/cpp/PercentageComplete.aspx
Or
http://www.singingeels.com/Articles/RealTime_Progress_Bar_With_ASPNET_AJAX.aspx
Hope this help
JINN