Firstly, I assume that when you say βdata lotsβ, you mean several records, not one record with a very large blob. Probably, in the latter case, you can not do anything. But in the first case ...
If you need enough time to even bother you, I would seriously think about going beyond the Entity Framework and using one of the (many) SQL Server components for bulk insertion, since it will speed up the insertion significantly, which is likely to do its users are happier than a progress bar.
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