you can use a neat trick with RAISERROR to get an immediate result inside the loop, if that's what you want/need.
a basic example:
--print error immediately in batch
declare @i int,
SET @err = 'Progress So Far: Step ' + convert(varchar(30),ISNULL(@i,1)) + ' completed.'
raiserror (@err,0,1) with nowait
waitfor delay '00:00:02'
set @i=ISNULL(@i,1) + 1
help us help you! If you post a question, make sure you include a CREATE TABLE... statement and INSERT INTO... statement into that table to give the volunteers here representative data. with your description of the problem, we can provide a tested, verifiable solution to your question! asking the question the right way gets you a tested answer the fastest way possible!