I don't think you will have any luck doing this if you are using wildcards to copy... i.e. xcopy *.* since that is one command and the next time in your batch file, our imaginary progress bar, would be the next command and wouldn't appear until after you did the copying.
If you have a set number of files, you could copy one then display a message, then copy the next, then display a message, etc.
i.e.
xcopy file1
echo Copied 1 of 3
xcopy file2
cls
echo Copied 2 of 3
xcopy file3
cls
echo Finished
That's all I can think of. Hope it helps... or, if you are using wildcards, just use the option to display files as they are being copied. Not very pretty, but at least the user knows it is working on it.