progress bar dialog - function?

During the deletion of the browsing history in Internet Explorer 8 a dialog containing a progress bar appears.
The same dialog with a different text appears in Windows 7 when the file attributes of a complex folder are being changed.
I therefore think that a undocumented function of Windows exists, which shows such a dialog.
Does such a function exist? If this is the case, in which DLL can the function be found and what is it´s name?
What you want is SHFileOperation function. Can be used for copy, delete, move...
Thre is also the IProgressDialog shell interface.
Thank you guestgulkan. That's exactly what I was looking for.
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