The built in progress bar is very 1 dimensional. To be able to change it's style, you need to have a pretty good grasp of web styling with css. It is easier to create your own progress bar using sprites. Check out this example.
To set the width of the progress bar, you use the following equation:
FullWidthOfBar * (CurrentValue / MaxValue)
So if your progress bar is 300 pixels wide and it is tracking life where the max life is 50 and the current life is 40:
300 * (40 / 50)