Updating information to the screen about the progress of your execution isn't terribly tricky in and of itself. The tricky part is making it look good.
Problem is that since the server side code is being executed before any of the client side "prettiness" is... and so the displayed information is just going to be on a blank white page.....
You might consider this, however. The page that is doing the processing... try to make it just do the processing. By that I mean, you have a page that looks very nice, etc... By pressing a button, the user opens up a popup window (the processing window) and since you can control the size, features, etc... of that window, a plain white page displaying numbers, or whatever might not look so bad -- so that's where you do your work, rather than the parent page.
So response.write() a little header on that page followed by a line break, and then for every iteration of the loop in execution, maybe you would write a period (.) and a space ( &nb sp; ) or something so that your user would be cued that the page is not just dead in the water, but that there is something going on.
Then, after the execution stops, the rest of the client side code could be executed, and so you might put this right before your </body> tag of the popup:
<script language=javascript>window.close();</script>
So that when the processing is finished, the "progress window" closes, and your user is once again presented with the nice page that he/she started on.
Hope that helps!

Paul Prewett