As of php 5.3 CURLOPT_PROGRESSFUNCTION its supported here's how:

<?php

function callback($download_size, $downloaded, $upload_size, $uploaded)
{
    // do your progress stuff here
}

$ch = curl_init('http://www.example.com');

// This is required to curl give us some progress
// if this is not set to false the progress function never
// gets called
curl_setopt($ch, CURLOPT_NOPROGRESS, false);

// Set up the callback
curl_setopt($ch, CURLOPT_PROGRESSFUNCTION, 'callback');

// Big buffer less progress info/callbacks
// Small buffer more progress info/callbacks
curl_setopt($ch, CURLOPT_BUFFERSIZE, 128);

$data = curl_exec($ch);

?>

Hope this help.