trashgod's answer is correct for actions that are truly 'indeterminate'. Why do you think that your file transfer fits into this category? Haven't you ever downloaded a file on the internet with some sort of progress bar associated with it? Can you imagine not having that?
See the example below that was provided among the answers to How do I use JProgressBar to display file copy progress?
public OutputStream loadFile(URL remoteFile, JProgressBar progress) throws IOException
{
URLConnection connection = remoteFile.openConnection(); //connect to remote file
InputStream inputStream = connection.getInputStream(); //get stream to read file
int length = connection.getContentLength(); //find out how long the file is, any good webserver should provide this info
int current = 0;
progress.setMaximum(length); //we're going to get this many bytes
progress.setValue(0); //we've gotten 0 bytes so far
ByteArrayOutputStream out = new ByteArrayOutputStream(); //create our output steam to build the file here
byte[] buffer = new byte[1024];
int bytesRead = 0;
while((bytesRead = inputStream.read(buffer)) != -1) //keep filling the buffer until we get to the end of the file
{
out.write(buffer, current, bytesRead); //write the buffer to the file offset = current, length = bytesRead
current += bytesRead; //we've progressed a little so update current
progress.setValue(current); //tell progress how far we are
}
inputStream.close(); //close our stream
return out;
}