I usually do something simple like this:

printf {*STDERR} "%d\r", $INPUT_LINE_NUMBER;
[download]

…or…

printf {*STDERR} "%d\r", ++$tally_of_something;
[download]

This has the advantage of not only showing that the script is actively doing something, but of also giving the user an idea of the amount of progress even when the percentage of progress cannot be computed.

Jim