edtFTPnet/Express features FTPStatusBar (see demo
here). It starts at only $99 (soon to be increased to $149), so unless you're a hobby programmer, your company will probably find it cheaper to buy that instead of having you write your own.
If you do want to write your own, it's actually quite hard to make it work well, but the main thing you'll need from FTPConnection is the BytesTransferred event. You can do the status-bar updates in the event-handler. The rest is all to do with threading, which is really beyond the scope of these forums. If you do run into problems with the GUI locking up and cross-thread exceptions then you'll need to do some Googling.
- Hans (EnterpriseDT)