It works for me. Maybe your query isn't long enough for VFP to show progressbar? You can also try to run it with NOFILTER option to force CFP to run query instead of creating filtered cursor.

SELECT BedrNaam FROM Bedrijf INTO CURSOR Test NOFILTER

>Hello,
>
>I used to have these lines of code in an VFP 6 app:
>

SET NOTIFY ON
>SET TALK ON
>SET TALK WINDOW
>SELECT BedrNaam FROM Bedrijf INTO CURSOR Test
>SET TALK OFF
>SET NOTIFY OFF

>
>This showed the query progressbar, but in VFP 7.0 it does not show anymore. Has something changed and I missed it?