Nice screenie from my server, teehee.
Anyway, here you go:
jak <- GUIWindow( VectorScreen( 0.32*ScreenWidth, 0.12*ScreenHeight ), ScreenSize( 240.0, 105 ), "LOL" );
jak.Colour = Colour( 0, 0, 0 );
jak.Titlebar = false;
jak.Transparent = false;
hbar <- GUIProgressBar( VectorScreen( 0, 0 ), ScreenSize( 192.5, 20 ) );
hbar.StartColour = Colour(255,255,255);
hbar.EndColour = Colour(0,0,0);
hbar.MaxValue = 100;
jak.AddChild( hbar );
Here jak is the window and hbar the bar. Pretty simple..