C# Definition:

[ComImport]
[Guid("EBBC7C04-315E-11d2-B62F-006097DF5BD4")]
[InterfaceType(ComInterfaceType.InterfaceIsIUnknown)]
public interface IProgressDialog
{
    void StartProgressDialog(
    /*HWND */        IntPtr hwndParent,
        [MarshalAs(UnmanagedType.IUnknown)]    /*IUnknown* */    object punkEnableModless,
        /*DWORD */        PROGDLG dwFlags,
        /*LPCVOID */    IntPtr pvResevered
        );

    void StopProgressDialog();

    void SetTitle(
        [MarshalAs(UnmanagedType.LPWStr)] /*LPCWSTR */    string pwzTitle
            );

    void SetAnimation(
        /*HINSTANCE */    IntPtr hInstAnimation,
        /*UINT */        ushort idAnimation
        );

    [PreserveSig]
    [return: MarshalAs(UnmanagedType.Bool)]
    bool HasUserCancelled();

    void SetProgress(
        /*DWORD */        uint dwCompleted,
        /*DWORD */        uint dwTotal
        );

    void SetProgress64(
        /*ULONGLONG */    ulong ullCompleted,
        /*ULONGLONG */    ulong ullTotal
        );

    void SetLine(
        /*DWORD */        uint dwLineNum,
        [MarshalAs(UnmanagedType.LPWStr)]/*LPCWSTR */    string pwzString,
        [MarshalAs(UnmanagedType.VariantBool)]/*BOOL */        bool fCompactPath,
        /*LPCVOID */    IntPtr pvResevered
        );

    void SetCancelMsg(
        [MarshalAs(UnmanagedType.LPWStr)]/*LPCWSTR */    string pwzCancelMsg,
        /*LPCVOID */    object pvResevered
        );

    void Timer(
        /*DWORD */        PDTIMER dwTimerAction,
        /*LPCVOID */    object pvResevered
        );
}

User-Defined Types:

PROGDLG, PDTIMER

Notes:

This interface is exported by the progress dialog box object (CLSID_ProgressDialog). This object is a generic way to show a user how an operation is progressing. It is typically used when deleting, uploading, copying, moving, or downloading large numbers of files.