Processing bar with different message displays

Hi everyone,
I want to create a waiting/processing bar with a different message displays, does anyone knows a way to do it or have any information on how to implement this?
Thank you very much for all your help.
 
Here is a scenerio, when a user clicks on the 'Open Report' link, it will open the report, loads report to db, updates information and do some calculations, it may take less than 5 mins or more than 5 minutes depends on how big is the report. During this process, I want to display a waiting/processing image with a different message when it starts each process. Ex: First, it displays a text message with something like: 'Open report...', then 'Load report to db...', 'Update information...' and so on.
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