The task periodically calls DoEvents to let the Timer fire. The Timer updates the ProgressBar. Note that the program disables its button while the task is running so the user cannot click it again.

Private Sub cmdPerformTask_Click()
Dim j As Long

    ' Don't let the user click this till we
    ' are done with this task.
    cmdPerformTask.Enabled = False
    MousePointer = vbHourglass

    ' Start the progress bar at zero.
    pbTaskProgress.Value = pbTaskProgress.Min
    pbTaskProgress.Visible = True

    ' Enable the timer to give status reports.
    tmrTaskTimer.Enabled = True

    ' Perform the long task.
    For m_PercentDone = 1 To 100
        ' Do something long.
        For j = 1 To 500000
        Next j

        ' Give the timer a chance.
        DoEvents
    Next m_PercentDone

    ' Disable the timer and reenable the button.
    tmrTaskTimer.Enabled = False
    cmdPerformTask.Enabled = True
    MousePointer = vbDefault
    pbTaskProgress.Visible = False
End Sub

Private Sub tmrTaskTimer_Timer()
    ' Increase the ProgressBar's value.
    pbTaskProgress.Value = m_PercentDone
End Sub