In most of the cases you may not be able to see progress bar while you're running the application on your local server.
Have you tried it on your web server?
If it is still not working, checkout your IIS version. If it's 7, checkout whether you've entered the correct handlers under <system.webServer>.
If it is also okay, checkout whether you have Application's Full Trust. This component will not work under medium trust.
If you're web server supports full trust, make these changes to your web.config file:
| <trust level="Full" />
Hope any of one solution mentioned above would help you.
Best of luck