Displaying Progress bar during lengthy operation.

I am sure this is a simple task, but I've no clue how to implement it.  I have a lengthy operation in my application. During this time, I would like to popup a small window (kind of like the message window) and show the progress in it.  I also need a "Cancel" button on the window, so user can abort the operation midway.
In other words, it should behave similar to when I copy a lot of files in Explorer.  How do I do this?
Siva_NarayanAsked:
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chensuCommented:
There is an article in Microsoft Systems Journal February 1997 Vol 12 No 2 Wicked Code. It implements a dialog box that is exactly what you want. You can download the source code (waitdlg) at http://www.microsoft.com/msj.

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Siva_NarayanAuthor Commented:
Thanks a lot.  That is exactly what I wanted.
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