How to monitor the progress of a stored procedure?

(Sorry for asking so many questions!)
What techniques can one use to monitor the progress of a stored procedure?

Specifically, how can I get the procedure to print a progress indicator
message to the screen every once in a while?

I have a stored procedure that has been running for a very long time.
Before doing the current "real" run, I tested the procedure on a toy case
and confirmed that it produced the right result. So I know that when it
finishes it will be OK, but I can't tell whether it will finish in an hour
or in a century... I have no idea of how far along it is. (In case it
matters, the procedure is written in PL/perl. I tried to use Perl's print
statement, unbuffered, to print out a message periodically from within the
procedure, but I see no output.)

Thanks in advance,

Kynn