Progress bar on My.Computer.Network.DownloadFile doesn't move

I am using My.Computer.Network.DownloadFile to download a file from an FTP server in a VB 2008 WinForm app. I have the ShowUI argument set to TRUE so that it shows a progress window. However, when I run the code, it show's the progress window but the progress bar doesn't increment. The file eventually downloads and the progress window dissapears, but at no point does the progress bar in this window increment at all. Any ideas why?
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Luis PérezSoftware Architect in .NetCommented:
Sometimes FTP servers doesn't give information to the client - I don't know the reason - on how many bytes are downloaded of the file. Probably the problem is not from the VB dialog; try using a common FTP client application (like FileZilla) and 99% sure that you'll see the same problem (file will be downloaded but you'll se no progress meanwhile).

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SETPAuthor Commented:
Hi Roland. Thank you very much for your reply. I was hoping you were right, but after downloading the exact same file with CoreFTP, I realized the problem must be something else because in that program it does in fact show the progress. :/
Does the old trick of DoEvents Do anything to update the progress bar?
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Visual Basic.NET

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