progress bar help (newbie)

Question

Hi I am trying to create a program that will download programs from my home server to a clients computer. So far I have it that depending what is checked It will download those programs/files but what I would like to put in is either a progress bar or something that will let me know when the file is downloaded. for instance my code is
If CheckedListBox1.SelectedItem = "darts calculator" Then
My.Computer.Network.DownloadFile _
(http://download.location.to.my.pc.dartscalculator.exe, _
" C:\Downloads\DC.exe")
But when it downloads I hav no way of knowing and some of the files I have to download are in the range of 100meg or less. Even if I get rid of the progress bar and just have it so that it said "downloading" while getting the file and "done" when the file is done downloading. Any Ideas how I would do this?