There's a fellow in Greek mythology named Sisyphus who—for his sins while alive—was condemned for eternity to roll a boulder to the top of a hill in Hades. Just as he got it there, it would fall apart and roll back down to the bottom, where he would have to start all over again.
How many times have you been in the same situation, watching a progress bar grow across the screen, then just as it goes to "100%", it starts all over again?
If so, you should realize that this is Bad and Wrong. When the progress bar reaches the right edge of its little box, the operation should be finished. This means that it should only be used for operations where either beforehand, or during the operation, the time or effort to completion will be known. If that's an unknown, a more appropriate bit of eye candy is something like the "flying folders" animation. For places where there's no room for an animation as large as that—I'm thinking (urk!) status bars—a small animation will usually do... like what Word does while it's doing something in the back ground, like spell-checking or printing. Just don't lie with a progress bar that promises 100% completion, and then doesn't deliver.