Ahh, see, that's an entirely different question!
You said "I've tried and tried to implement one with no luck..." So I assumed you meant that YOU were doing the coding!
What you seem to be looking for, really, is a precanned solution, no?
And no, that I don't have. I do know that a company named Persits has done almost exactly what I described for the last 6 to 8 years, long before AJAX came into being. They do it using an <IFRAME>. They use a META REFRESH in the <IFRAME> to keep loading in a new progress image. But, as I said, it only works because both the page displayed in the <IFRAME> and the page that is doing the work (in their case, it's for a file upload control) are able to share "session" information. It happens to be written in ASP code, but I know the same concept would work fine with JSP. I don't use PHP, so I dunno if PHP supports "session variables" in the same way, but if it does then you could use the same technique.