There are too many unknowns to make a progress bar display accuratley. eg, your connection speed, the site's speed, the pages size.
Only way I can think of doing this to get it close is to try and get the websites size, then work out how much you have downloaded then show the progress bar to suit. Not to sure if its possible using the axbrowser (if your using it)
And to determine your click to another page, you might be able to create a handler to check when the site property has changed (if one doesn't already exist). Not sure of its actual name, but its the property you set to view a webpage and I assume you have already worked out how to view pages.