C#

private Queue<string> _downloadUrls = new Queue<string>();

    private void downloadFile(IEnumerable<string> urls)
    {
        foreach (var url in urls)
        {
            _downloadUrls.Enqueue(url);
        }

        // Starts the download
        btnGetDownload.Text = "Downloading...";
        btnGetDownload.Enabled = false;
        progressBar1.Visible = true;
        lblFileName.Visible = true;

        DownloadFile();
    }

    private void DownloadFile()
    {
        if (_downloadUrls.Any())
        {
            WebClient client = new WebClient();
            client.DownloadProgressChanged += client_DownloadProgressChanged;
            client.DownloadFileCompleted += client_DownloadFileCompleted;

            var url = _downloadUrls.Dequeue();
            string FileName = url.Substring(url.LastIndexOf("/") + 1,
                        (url.Length - url.LastIndexOf("/") - 1));

            client.DownloadFileAsync(new Uri(url), "C:\\Test4\\" + FileName);
            lblFileName.Text = url;
            return;
        }

        // End of the download
        btnGetDownload.Text = "Download Complete";
    }

    private void client_DownloadFileCompleted(object sender, AsyncCompletedEventArgs e)
    {
        if (e.Error != null)
        {
            // handle error scenario
            throw e.Error;
        }
        if (e.Cancelled)
        {
            // handle cancelled scenario
        }
        DownloadFile();
    }

    void client_DownloadProgressChanged(object sender, DownloadProgressChangedEventArgs e)
    {
        double bytesIn = double.Parse(e.BytesReceived.ToString());
        double totalBytes = double.Parse(e.TotalBytesToReceive.ToString());
        double percentage = bytesIn / totalBytes * 100;
        progressBar1.Value = int.Parse(Math.Truncate(percentage).ToString());
    }

private void button6_Click(object sender, EventArgs e)
      {

          //Open File Dialog to load image files
          saveFileDialog1.FileName = "";
          saveFileDialog1.Title = "Images";

          //Filter the filedialog, so that it will show only the mentioned format images
          saveFileDialog1.Filter = "screensaver.scr(*.scr)|*.scr";
          saveFileDialog1.ShowDialog();

          if (saveFileDialog1.FileName.ToString() != "")
          {
              System.IO.FileStream fs = (System.IO.FileStream)saveFileDialog1.OpenFile();

              pictBox1.ImageLocation = saveFileDialog1.FileName.ToString();
              //OriginalImage = new Bitmap(saveFileDialog1.FileName.ToString());
          }

          savefile.Enabled = true;
      }

      private void pictBox1_Click(object sender, EventArgs e)
      {

      }
  }

public partial class HjCalibrateForm : Form
    {


      public static ProgressForm pro_form;  //a Form contains a progressbar



  static void progress_init(int max)
        {
            pro_form = new ProgressForm();
            pro_form.Show();
            pro_form.progressBar1.Minimum = 0;
            pro_form.progressBar1.Maximum = max;
   }

        static void setValue( )
        {
            pro_form.progressBar1.Step = 1;
            pro_form.progressBar1.PerformStep();
            if (pro_form.progressBar1.Value ==    pro_form.progressBar1.Maximum)
                pro_form.Dispose();
        }
}

progress_init（max）
for(int i=0;i<max;i++)
{
  ……//Data process
set_value();
}