Gridview with checkboxes

I have a gridview where I have checkboxes on each row. You can select the checkboxes and then hit a download button. The code returns back a multipaged pdf with the files you checkboxed.

How to do you use updateprogress to show the user that I am doing a process and to keep them from hitting download more than once. I tried with a button, but I am getting

Sys.WebForms.PageRequestManagerParserErrorException: 

When I try a link button, the PDF is generated and downloaded, but no ajax updateprogress is visible.

Thanks