You can use vb and applescript
To display a simple alert that won't close on the application quite is quite simple.
Note the use of the 3 quote marks.
A progress bar is more complicated.
Thanks for that... my original post didn't make it clear that I want to run a progress bar, not just because it might be cooler, but because it can dismiss itself when the file copying is complete.
The notifications also dismiss themselves after they pop up, but in vb it seems to be quite complicated to do anyway.
As far as a progress bar seeing as you are monitoring a file copying process that monitoring could be done by an external program written in a language suitable for you.
Although some people would advise against it you could use this workflow.
Firstly write the programs to do the monitoring and progress bar then you can get indesign to execute the program as follows
1) On Close save a data file that contains a list of the files that need to be copied from where to where.
2) Get indesign to execute the monitoring program
3) The monitoring progress bar program can read the data file and show the progress bar appropriately.
Defiantly doable, but no so easy. In applescript I think it would be quite easy but as you said "alas"