How do i incorporate a progress bar.....

You'd have to make a userform. I implemented one for one of my macros. Here is what your code should look like:

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The Counter and PctDone variables are important. How I've laid it out is just an example. You can have the macro calculate the PctDone anyway you please. Its easy to do in loops but you don't have any so you'd just have to pick parts in the code that you'd like the macro to use as reference as for when to update the progress bar.

Now you'll want more code:

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Thats used to actually expand the progress bar and display the percent complete.

I'll try to explain in words what I did to create the Progress Bar.
-In VBE, insert a UserForm.
-In the bottom left corner of VBE you should see something that says "Properties-UserForm1", you'll see a number of properties, find the "Caption" property and have it say something like "Progress".
-You'll also notice a Userform toolbar, this is what you'll use to create the UserForm. Add a "Frame" (the process is very similar to creating something like a rectangle in Excel or Word) and change the "(Name)" property to something you can recognize, like FrameProgress is what I use. The Frame is what will be used to display the progress bar, so make it stretch the entire length of the userform.
-Add a Label control within the frame and name it something like ProgressLabel in its properties. Change the background color of the label to whatever you want, this will be the color of your progress bar that you'll see while the macro is running. It doesn't matter how long the Label is, as long as its within the Frame you're fine.
-Add a label just above the frame and for the caption property, type a description of what the macro is doing (i.e. "Generating Numbers...") or something.
-Finally click on the frame and for the "SpecialEffect" property, change it to "2-fmSpecialEffectSunken"

Lastly, adjust the height and length of the userform to your liking. Now double click anywhere within the UserForm and a blank VBE area will appear allowing you to enter code. Delete anything that may show up in that area and simply type:

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Now finally, this macro will be used to run/reference all the other macros:

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This is the macro you'll actually want to use to run the vlookup macro, so if you have a button or menu item that you use to call the macro, instead of having it call the procedure VLookup, you'll now want it to call the procedure BeginMacro.