Visual Studio 2010 Macro - Reporting Progress

I have just discovered macros in Visual Studio and I can't be happier. Well... I have my complaints but... you know ;)

A few of my macros are taking quite a while to complete and I am looking for a way to track progress. I build a log file during most of my macro processes but I have not found a good way to report progress without pausing the process. Ex. MsgBox("Progress")

Any way to access the output window or even better the VS status bar?

I made a macro for Visual Studio 2005 which needed a form to choose between some options. I made that form from code and everything worked fine.
I think that you can do something similar. You can create a form with a progress bar and use that to track your progresses.

You could also use the visual studio designer to generate the code for you.