I need Help with Implementing a Progress Bar

I have a workbook that contains up to 5,000 records. At the end of each day, the managers run a routine that performs various functions on each record. They continually ask me to provide a progress bar to show how far they are.

I would like to establish a progress bar either within the worksheet, or as a dialog box (user form).

Does anyone have an example that already does this?

Thankx!