1) Define the appearance you want.
2) Set the Min value to 1 and the Max value to reccount() or whatever dictates the operations ceiling.
3) Set the value to 0.
4) Increment value as you step through your records.

Example:

with ThisForm
.ProgressBar.Min = 1
.ProgressBar.Max = reccount("table")
.ProgressBar.Value = 0

scan
.ProgressBar.Value = recno()

*!* Other processing.
endscan
endwith