C#

//create the request
HttpWebRequest req = (HttpWebRequest) WebRequest.CreateDefault(new Uri(EndPoint));
//and request header info
req.ContentType = "text/xml; charset=utf-8";
req.Method = "POST";
req.Accept = "text/xml";
req.KeepAlive = false;
req.Timeout = Timeout;
req.Proxy = WebRequest.GetSystemWebProxy();

req.Headers.Add("SOAPAction", EndPoint);

//write the SOAP Message to the request
using (StreamWriter stm = new StreamWriter(req.GetRequestStream(), Encoding.UTF8))
{
    stm.Write(soapRequest.ToString(SaveOptions.DisableFormatting)); //remove the formatting from the passed XML.
    stm.Flush();
}

Response = null;
try
{
    //get the response
    Response = ((HttpWebResponse) req.GetResponse());
    //read the raw response into ResponseString
    using (StreamReader reader = new StreamReader(Response.GetResponseStream(), Encoding.UTF8))
        ResponseString = reader.ReadToEnd();
}
catch (WebException we)
{
    throw new ApplicationException("A web exception occurred in calling Transact OUG!\r\n" + we.Message, we);
}
catch (Exception e)
{
    throw new ApplicationException("A general exception occurred when calling Transact OUG!\r\n" + e.Message, e);
}
finally
{
    if (Response != null)
        Response.Close();

    req = null;
}

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();
}