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Creates a progress window, with given number of steps and identifier.
The window contains a progress bar that increments each time WM_ProgressWindowReport is called.
| WM_ProgressWindowCreate <number steps> <identifier> [/title <window title>] [/caption <caption message>] [/message <progress message>] | 
| /caption | The caption of the window. This appears above the progress bar and cannot be changed after the window is created. | 
| /message | The status message of the progress window. This appears below the window and can be changed after the window is created. | 
| /title | The title of the window. | 
| number steps | The number of times WM_ProgressWindowReport has to be called to make the progress bar be completely full. | 
| identifier | The identifier that will be used to reference the progress window on update and close calls. | 
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