Hi,
Did you want to use Update Progress control during the first time page loading?
Update Progress control is designed for post back. For example, button clicking triggers it to display the loading information. When the code in Page_Load is performed at first time, Progress control hasn't been rendered into the page. So it can't be presented before the client is rendered.
However, we can create another page and use JavaScript to display a div layer to display "Page Loading", then we can use XmlHTTPRequest to retrieve the page content all into the page content layer in the current page. Finally, hide the loading layer and display the page content layer. But this approach is feasible only if the page is static.
Or we can create a new page and use IFrame to link the real page. It will display the loading div firstly. After the real page in IFrame is loaded, we can use JavaScript to hide the loading div.
Hope it helps.