how to use ajax control.

hi!
i have developed website using asp.net and its running fine as well.
now i want to give some extra features to website like progress bar,..
after read some article i found through i can achieve this. my ques is it possible how to add ajax control to my website, my website is hosted in a remote server in US.
so please guide me.i want to use Ajax to imporve professional exp also.
so plsssss
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