If you want to put one in the actual page then you need to look into
javascript and html, otherwise use a JApplet.

http://groups.google.com/group/java-software-develoupment?hl=en

You could do a search on Google.  Here's the first hit I found, although
it seems it may be a touch controversial.

<http://ajaxian.com/archives/dojo-file-upload-progress-bar-widget>

If you use JavaScript then you bring on yourself all the headaches of
buggy, incomplete and incompatible JavaScript implementations, plus
browsers that don't support it at all.

If you use an Applet, then you need a proper Java installed and
configured.  MS by default blocks Java.

It seems to me it should be possible to do a purely server side
implementation that would be impervious to the previous problems..
Imagine if the server resent the contents of some small window every
few seconds.  I have never done this.  It might be a PNG file, which
would compress well, just a bar of different lengths on a transparent
background.