I don't know if you have an aversion towards javascript, but I recently had a client who required a multi-upload feature and found the following (dhtmlxVault) which was dead simple to use and configure. The actual uploading and progress report is done server-side while all the prettiness comes from js and css.
I also had a look at the SWF Upload linked earlier in this thread, but it was a mission to get working to be honest and requires the Flash player on the end-user's browser.
I should add that the version with the progress bar is not free, but it is worth looking at. With a bit of ingenuity you could always implement the progress bar in the free version anyway.
I would have posted the link but it seems as if I am not allowed to add links yet
