Here is the code that will display the progress bar while copying
VB Code:
  1. My.Computer.FileSystem.CopyDirectory("C:\Source", "C:\Destination", FileIO.UIOption.AllDialogs)

And remember you should try to make things simple rather than making them complex. When there is a simple method that does exactly same things as SHFileOPeration API does then you should be using that simple method.

It is always better to use VBCODE tags when posting code, it makes your post more readable.