I tried doing this without a popup, with minimal success. IE just won't interpret the page properly in real time, so my progress bar ends up updating in chunks, or with strange effects:

http://www.home-school.com/cgi-local/update.pl

Oddly enough, the same page worked just the way I intended in Netscape 3.x, updating the bar by 1% every 3 seconds. Can anyone explain why IE isn't doing that? IE runs the update code, but most of the images are replaced with nothing until the page finishes loading, instead of the new image.