This warning will happen from time to time when working withe template derived files in DW. The progress bar is trying to put in code in the following areas:
head: in here is a script file reference
body: in here there should be two divs added, one for the progress bar script, and another for the image itself
When I have gotten this error applying the progress bar I just clicked ok and it put in all the proper parts anyway. You should do the same and test the page out after the fact to check the functionality. If you have the script references and the divs on the page you should be ok.