depending on what you need... a progressbar would be impossible for site-reloading. but you could implement one for the file-uploads. alternatively you could display a small loading icon which doesnt say how far it is, but simply that it is doing something (animated gif should help, google for ajax loading.gif).
Whatever your solution would be, its called javascript ;)
Step1: disable user interaction.
- Simply append a layer (fixed) width and height 100% and a semi-transparent background-image. that would prevent that anything can be clicked. then insert a animated loading image to the middle and you have that basic effect.
Step2: upload progress.
- A bit harder cause you cant get how far you are while uploading... except you are using a flash uploader (or helper) like uploadify (which requires jquery loaded). When using that, you could implement that instead of the loading.gif into your new layer and you see a nice progressbar till all files are uploaded ;)
Hm... if i wasnt momentaly writing a complete multi-language system i would say i'll build this quickly for you... maybe tomorow if you havent figured that out till then already ^^
Good luck ;)