Call $.messager.progress('bar') to get the progressbar object, you can change steps on it. If you don't need the progress bar, hide it. The code below shows how to display a simple loading window by using $.messager.progress.
var win = $.messager.progress({
title:'Please waiting',
msg:'<img src="../../themes/default/images/Loading.gif"/> Loading data...'
});
$.messager.progress('bar').hide();
win.window('resize');