Hi,
You need to create and register your own control with overrided constructor, like this (in Delphi):

constructor TMyStatusBar.Create(AOwner: TComponent);
begin
  inherited;
  ControlStyle := ControlStyle + [csAcceptsControls];
end;

Also take a look on statusbar controls on http://www.torry.net/statusbars.htm

>Well I think the title explains itself what am I looking for...
>
>Does anyone knows How to add a ProggressBar into a StatusBar??
>
>I'd appreciate any help you might give me...