here is an example on spinner style same could be applicable on progress bar, if you need to use a drawable file you could use it as a background as suggested bellow:
<!-- Border for spinners-->
<style name="spinner_style" parent="AppBaseTheme">
<item name="android:background">@drawable/bg</item>
<item name="android:layout_marginLeft">10dp</item>
<item name="android:layout_marginRight">10dp</item>
<item name="android:layout_marginBottom">10dp</item>
<item name="android:paddingLeft">8dp</item>
<item name="android:paddingTop">5dp</item>
<item name="android:paddingBottom">5dp</item>
<item name="android:popupBackground">#CECCCD</item>
</style>
bg.xml
<?xml version="1.0" encoding="utf-8"?>
<selector xmlns:android="http://schemas.android.com/apk/res/android">
<item><layer-list>
<item><shape>
<gradient android:angle="90" android:endColor="#ebebeb" android:startColor="#ebebeb" android:type="linear" />
<stroke android:width="2dip" android:color="#32CD32" />
<corners android:radius="10dip"/>
<padding android:bottom="3dp" android:left="3dp" android:right="3dp" android:top="3dp" />
</shape></item>
<item ><bitmap android:gravity="bottom|right" android:src="@drawable/arrow" />
</item>
</layer-list></item>
</selector>
arrow:

Hope this will help.