You want more control over the configuration of the progress bar. If you are working directly with a progress bar, you can set it to be indeterminate, make it display vertically, provide a string for it to display, register listeners on it, and provide it with a bounded range model to control the progress bar's minimum, maximum, increment and current values.

Your program needs to display others components along with the progress bar.

You need more than one progress bar. With some tasks, you need to monitor more than one parameter. For example, an installation program might monitor disk space usage in addition to how many files have been successfully installed.

You want an easy way to display progress in a dialog.

The running task is secondary and the user might not be interested in the progress of the task. Progress monitor provides a way for user to dismiss the dialog while the task is still running.

You want an easy way for the task to be cancelled. Progress Monitor provides a GUI for the user to cancel the task. All you have to do is call HTML_Progress_Monitor::isCanceled() method to find out if the user pressed the Cancel button.

The task might not take a long time to complete. You decide at what point a running task is taking long enough to warrant letting the user know about it.