How to make the progress of downloading a file from a site like MegaUpload?

Question

progress bar

MegaUpload has a cool trick: first jump to tmp, and then return to the user in a few seconds.
I would like to preload large images with a progress bar (namely with a percentage, not an infinite one), in which direction to dig?
Example

Answer 1

I threw a small example
musjice.bl.ee/primage (see page source)