RConnection::Progress()/ProgressNotification() family of calls
will handle TNifProgress, object. It contains member:

TNifProgress::iStage

In the documentation it is said to contain
TNetDialProgress enumeration.

It sounds reasonable, but is not true.
(Or at least it is not when handling with GPRS connection,
most likely not ever.)

It will however contain constants defined in <nifvar.h>.