The ASP.NET AJAX UpdateProgress control is rather limited.  It only shows up
for UpdatePanels and then only for one at a time.  This was highly annoying,
since I needed it to display for the CascadingDropDown in particular.  After
a few failed attempts, I found that it is very easy to create your own control that
will work for any and all requests.

The secret for this method is found in Sys.Net.WebRequestManager.  This object
contains two methods:  add_invokingRequest and add_completedRequest.  Using
these two events, we can set a short timeout, and using a ModalPopupExtender, show
a progress alert for every background action.

var
wrm = Sys.Net.WebRequestManager;

wrm.add_invokingRequest(BeginRequest);
wrm.add_completedRequest(EndReqest);

function BeginRequest(sender, args)
{
setTimeout(‘ShowProgress()’, 800);
}

function ShowProgress()
{
//
show the modal

}

function EndRequest(sender, args0
{
//
hide the modal

}

I leave the rest as an exercise for the reader.