Status Bar w/ progress bar

Kayoca is correct. The reason you get an error is because the Progressbar cannot go above a certain number. The Progress for the Webbrowser reads in thosands and can reach a million.

Private Sub WebBrowser1_ProgressChange(ByVal Progress As Long, ByVal ProgressMax As Long)
Label1.Caption = "Reading - " & Progress & " of " & ProgressMax & " bytes"
End Sub

Or using a Progressbar:

Private Sub WebBrowser1_ProgressChange(ByVal Progress As Long, ByVal ProgressMax As Long)
On Error Resume Next
Progressbar1.Min = 0
Progressbar1.Max = ProgressMax
Progressbar1.Value = Progress
End Sub