Reports progress of a lengthly operation in a window. This implementation can also format
warnings. Its method can be invoked from any thread (it doesn't need to be the Swing
thread), which make it easier to use it from some background thread. Such background thread
should have a low priority in order to avoid delaying Swing repaint events.
Creates a window for reporting progress. The window will not appears immediately.
It will appears only when the
ProgressWindow.started method will be invoked.
Parameters: parent - The parent component, or null if none.