The FSO was designed for non-GUI scripting environments. As a result it provides no progress callbacks or events for lengthy operations, and operates strictly synchronously making it a very poor choice for use in a VB6 program. Most likely Windows will end up marking you unresponsive during a lengthy call.

If you need this level of functionality you will just have to write more code.

"Progress" is a little hard to define for such an operation anyway. What would 50% mean? or 90%?