I don't know if this is related to your situation, but the views in InfoPath are not updated during the processing of a single function or event handler... so if you are updating your control all within the confines of a single function call... that's probably why you are not seeing the progress updated.
I don't currently know of a way to force the view to update during the course of a single function call.

Signature
Greg Collins [InfoPath MVP]
Visit http://www.InfoPathDev.com
Hi,
I have added a progress bar as ActiveX control in InfoPath. It is
showing in the form at run-time but no the progress. If is finishing
the process then is showing the progress.
How can I implement that the progress bar is refreshing at the run-time
when process is running.
Mancha - 19 Jan 2006 08:00 GMT
I have found a solution but I don't know if it's the right way. I have
bound a .NET class (System.Windows.Formsin C#) in managed code in
InfoPath. I create a form and add a progressbar to the form. This form
is showing in the foreground when the process begins to run. It is a
separate window. The form with the progressbar is closing when the
process is finished.
Greg Collins [InfoPath MVP] - 19 Jan 2006 16:11 GMT
I'm happy to hear you found a way to make it work!

Signature
Greg Collins [InfoPath MVP]
Visit http://www.InfoPathDev.com
I have found a solution but I don't know if it's the right way. I have
bound a .NET class (System.Windows.Formsin C#) in managed code in
InfoPath. I create a form and add a progressbar to the form. This form
is showing in the foreground when the process begins to run. It is a
separate window. The form with the progressbar is closing when the
process is finished.