Top Spin shared this with us in microsoft.public.word.newusers:

Is there a way for a VBA macro to put anything in the status bar?

If not, is there a way for a macro to display progress information
that does not require the user to gtake any action to clear it?

I know that I can use a message box, but the user must do something
(Enter, Esc) to get rid of it. I wold like to be able to put status or
progress information somewhere that the user can check if they want to
or ignore.

John Walkenbach runs a site on Excel (http://www.j-walk.com/excel iirc)
with a lot of interesting VBA code that can also be used in Word.
There is a link to a very interesting progress indicator in the status
bar. I don't remember the exact page and I'm too lazy to look ;-) but
it should be easy enough to find.