[Setup]
AppName=My Program
AppVersion=1.5
DefaultDirName={pf}\My Program

[Code]
var
  ProgressPage: TOutputProgressWizardPage;

procedure InitializeWizard;
begin
  ProgressPage := CreateOutputProgressPage('Caption', 'Description');
end;

procedure CurStepChanged(CurStep: TSetupStep);
var
  I: Integer;
begin
  if CurStep = ssPostInstall then
  begin
    // set some initial messages
    ProgressPage.SetText('Message 1', 'Message 2');
    // you have to set here max to a non-zero value to show the progress bar; I chose 100, but
    // it doesn't matter for marquee style progress bar
    ProgressPage.SetProgress(0, 100);
    // set the marquee style
    ProgressPage.ProgressBar.Style := npbstMarquee;
    // show the progress page
    ProgressPage.Show;
    try
      // here put your code to execute - note it must not be blocking, otherwise the progress
      // bar won't have a chance to repaint itself; you can also update the labels by calling
      // SetText method to report what is currently happening if your code to execute has more
      // stages
    finally
      ProgressPage.Hide;
    end;
  end;
end;