Summary
Establishes a progressor object which allows progress information to be passed to a progress dialog box. The appearance of the progress dialog box can be controlled by choosing either the default progressor or the step progressor.
Syntax
SetProgressor (type, {message}, {min_range}, {max_range}, {step_value})| Parameter | Explanation | Data Type | 
type  | The progressor type (default or step). 
 (The default value is default)  | String | 
message  | The progressor label. The default is no label.  | String | 
min_range  | Starting value for progressor. Default is 0. (The default value is 0)  | Integer | 
max_range  | Ending value for progressor. Default is 100. (The default value is 100)  | Integer | 
step_value  | The progressor step interval for updating the progress bar. (The default value is 1)  | Integer | 
Code sample
Set progressor object for displaying progress in the progress dialog box.
import os
import arcpy
# Allow overwriting of output
arcpy.env.overwriteOutput = True
# Set current workspace
arcpy.env.workspace = "c:/data"
# Get a list of shapefiles in folder
fcs = arcpy.ListFeatureClasses()
# Find the total count of shapefiles in list
fc_count = len(fcs)
# Set the progressor
arcpy.SetProgressor("step", "Copying shapefiles to geodatabase...",
                    0, fc_count, 1)
# Create a file gdb to contain new feature classes
arcpy.CreateFileGDB_management(arcpy.env.workspace, "fgdb.gdb")
# For each shapefile, copy to a file geodatabase
for shp in fcs:
    # Trim the '.shp' extension
    fc = os.path.splitext(shp)[0]
    # Update the progressor label for current shapefile
    arcpy.SetProgressorLabel("Loading {0}...".format(shp))
    # Copy the data
    arcpy.CopyFeatures_management(shp, os.path.join("fgdb.gdb", fc))
    # Update the progressor position
    arcpy.SetProgressorPosition()
arcpy.ResetProgressor()