There are several ways to improvise a progress bar.
You can put a row of container fields across a layout and put/link to a colored rectangle from a global container field into one more container field each time your script loops or othewise moves to the next stage.
You can append characters to a text field to fill it from left to right.
You can fill a single container field with a series of rectangles, each longer than the last.
This assumes the waiting is due to your script doing many different things or the same thing repeatedly in a loop. If the delay is due to a single fileMaker operation like performing a find or indexing an unindexed field, you can't use this technique.
I google an answer for animated Gif: http://graphicdesign.stackexchange.com/questions/27838/free-animated-gifs-for-web-loading-and-progress-bars-spinners
Or, as stated If you can't find a suitable one, you can create one from Photoshop to Flash to After Effects to do something like that.