Solution 1:

Declare your progress dialog:

ProgressDialog progress;

When you're ready to start the progress dialog:

progress = ProgressDialog.show(this, "dialog title",
    "dialog message", true);

and to make it go away when you're done:

progress.dismiss();

Here's a little thread example for you:

// Note: declare ProgressDialog progress as a field in your class.

progress = ProgressDialog.show(this, "dialog title",
  "dialog message", true);

new Thread(new Runnable() {
  @Override
  public void run()
  {
    // do the thing that takes a long time

    runOnUiThread(new Runnable() {
      @Override
      public void run()
      {
        progress.dismiss();
      }
    });
  }
}).start();

Solution 2:

I am using the following code in one of my current projects where i download data from the internet. It is all inside my activity class.

// ---------------------------- START DownloadFileAsync // -----------------------//
class DownloadFileAsync extends AsyncTask<String, String, String> {

    @Override
    protected void onPreExecute() {
        super.onPreExecute();
        // DIALOG_DOWNLOAD_PROGRESS is defined as 0 at start of class
        showDialog(DIALOG_DOWNLOAD_PROGRESS);
    }

    @Override
    protected String doInBackground(String... urls) {
        try {
            String xmlUrl = urls[0];

            URL u = new URL(xmlUrl);
            HttpURLConnection c = (HttpURLConnection) u.openConnection();
            c.setRequestMethod("GET");
            c.setDoOutput(true);
            c.connect();

            int lengthOfFile = c.getContentLength();

            InputStream in = c.getInputStream();

            byte[] buffer = new byte[1024];
            int len1 = 0;
            long total = 0;

            while ((len1 = in.read(buffer)) > 0) {
                total += len1; // total = total + len1
                publishProgress("" + (int) ((total * 100) / lengthOfFile));
                xmlContent += buffer;
            }
        } catch (Exception e) {
            Log.d("Downloader", e.getMessage());
        }
        return null;
    }

    protected void onProgressUpdate(String... progress) {
        Log.d("ANDRO_ASYNC", progress[0]);
        mProgressDialog.setProgress(Integer.parseInt(progress[0]));
    }

    @Override
    protected void onPostExecute(String unused) {
        dismissDialog(DIALOG_DOWNLOAD_PROGRESS);
    }

}

@Override
protected Dialog onCreateDialog(int id) {
    switch (id) {
    case DIALOG_DOWNLOAD_PROGRESS:
        mProgressDialog = new ProgressDialog(this);
        mProgressDialog.setMessage("Retrieving latest announcements...");
        mProgressDialog.setIndeterminate(false);
        mProgressDialog.setMax(100);
        mProgressDialog.setProgressStyle(ProgressDialog.STYLE_HORIZONTAL);
        mProgressDialog.setCancelable(true);
        mProgressDialog.show();
        return mProgressDialog;
    default:
        return null;
    }

}